Spec Comparison Results

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata

- vs -

Important Differences (Look closely - development may be required)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
[98] EncryptMethod (Mandatory)
[108] HeartBtInt (Mandatory)
[1137] DefaultApplVerID (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[930] RefCompID Reqd Optional OptionalMandatory
[928] StatusValue Reqd Optional OptionalMandatory

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
[1369] MassActionReportID (Mandatory)

Additional (Mandatory) Fields

FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
[552] NoSides (Mandatory)
[54] Side (Mandatory)

Field-Level Differences

Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
[347] MessageEncoding Values ISO-2022-J = JIS
EUC-JP = EUC
Shift_JIS = for using SJIS
UTF-8 = Unicode
ISO-2022-J = JIS
EUC-JP = EUC
Shift_JIS = for using SJIS
UTF-8 = Unicode

Minor Differences (Just a quick look - development unlikely)

Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
Intro

The FIX 4.4 specification delivered enhancements over FIX 4.3 in the following areas:

  • Improved support for fixed income including Treasuries, Municipals, Corporates, Repos and Security Lending
  • Enhancements to Quoting messages to support fixed income negotiation process
  • Minor enhancements to single and muli-leg orders to support fixed income
  • Allocation model to support 2-party Fixed Income trading.
  • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
  • Enhanced Allocation messaging for street-side listed futures and options. New 'allocation claim' or response messages.
  • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
  • Added new messages to support Position Maintenance.
  • Added new messages to support Assignment Reporting.
  • Cleaner Allocation messaging with AllocationInstruction and AllocationReport and their corresponding Ack messages
  • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
  • Improved 'ready-to-book' messaging using the allocation message set.
  • Improved SSI support with new SettlementInstructionsRequest message
  • Improved support for the concept of 'warehousing' which is applicable to certain markets.
  • Overall enhancements to Trade Capture Report messaging.
  • Overall enhancements to multi-leg instrument support.

The data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, and which introduced a number of new fields to address various omissions.

The FIX 4.4 specification 5.0 Service Pack 1 delivered enhancements over a number of extension packs to enhance FIX 4.3 5.0 in the following areas:

  • Improved functionality for exchange quotation models and order routing practices
  • Enhanced Listed Derivatives reference data support for fixed income including Treasuries, Municipals, Corporates, Repos Options, Futures, and Security Lending
  • Enhancements to Quoting Options on Futures
  • New set of messages to support fixed income negotiation process
  • Minor enhancements to single and muli-leg orders to support fixed income
  • Allocation model to support 2-party Fixed Income trading.
  • Enhanced Allocation and Trade Capture Report messaging to support 3rd party FI reporting.
  • Enhanced Allocation messaging for street-side Market Structure definition
  • Support for trading listed futures and options. New 'allocation claim' or response messages.
  • Enhanced Trade Capture Report to support blocks and exchange for (off floor) reporting for listed futures and options.
  • Added new messages to support Position Maintenance.
  • Added new messages to support Assignment Reporting.
  • Cleaner Allocation messaging Interest Rate Swaps
  • Application level sequencing with AllocationInstruction and AllocationReport and their corresponding Ack messages
  • Move away from 'implicit' allocation confirmation towards explicit confirmation with new Confirmation messages
  • Improved 'ready-to-book' messaging using the allocation message set.
  • Improved SSI support with new SettlementInstructionsRequest message
  • Improved advanced support for the concept of 'warehousing' which is applicable to certain markets.
  • Overall enhancements to Trade Capture Report messaging.
  • Overall enhancements to multi-leg instrument support.

The market data presented here includes the 20020920 Errata which corrected a number of typographical errors or ambiguities in the original specification, recovery

  • Foreign Exchange OTC settlement obligations
  • Changes to Rule80A, OrderCapacity, and which introduced a number of new fields Order Restrictions to address various omissions.

    reflect revised NYSE regulations
  • Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The test request message forces a heartbeat from the opposing application. The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [373] SessionRejectReason Values 0 = Invalid tag number
    1 = Required tag missing
    2 = Tag not defined for this message type
    3 = Undefined Tag
    4 = Tag specified without a value
    5 = Value is incorrect (out of range) for this tag
    6 = Incorrect data format for value
    7 = Decryption problem
    8 = Signature problem
    9 = CompID problem
    10 = SendingTime accuracy problem
    11 = Invalid MsgType
    12 = XML Validation error
    13 = Tag appears more than once
    14 = Tag specified out of required order
    15 = Repeating group fields out of order
    16 = Incorrect NumInGroup count for repeating group
    17 = Non "data" value includes field delimiter (SOH character)
    99 = Other
    0 = Invalid tag number
    Tag Number
    1 = Required tag missing
    Tag Missing
    2 = Tag not defined for this message type
    3 = Undefined Tag
    tag
    4 = Tag specified without a value
    5 = Value is incorrect (out of range) for this tag
    6 = Incorrect data format for value
    7 = Decryption problem
    8 = Signature problem
    9 = CompID problem
    10 = SendingTime accuracy problem
    Accuracy Problem
    11 = Invalid MsgType
    12 = XML Validation error
    Error
    13 = Tag appears more than once
    14 = Tag specified out of required order
    15 = Repeating group fields out of order
    16 = Incorrect NumInGroup count for repeating group
    17 = Non "data" "Data" value includes field delimiter (SOH ( character)
    18 = Invalid/Unsupported Application Version
    99 = Other

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1130] RefApplVerID (Optional)
    [1406] RefApplExtID (Optional)
    [1131] RefCstmApplVerID (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The Sequence Reset message has two modes: Gap Fill mode and Reset mode. The Sequence Reset sequence reset message has two modes: Gap Fill mode and Reset mode.is used by the sending application to reset the incoming sequence number on the opposing side.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [123] GapFillFlag Values Y = Gap Fill message, MsgSeqNum field valid
    N = Sequence Reset, ignore MsgSeqNum
    Y = Gap Fill message, MsgSeqNum field valid
    N = Sequence Reset, ignore MsgSeqNum
    Ignore Msg Seq Num (N/A For FIXML - Not Used)
    Y = Gap Fill Message, Msg Seq Num Field Valid

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The logout message initiates or confirms the termination of a FIX session. The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1409] SessionStatus (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [919] DeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
    1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    0 = "Versus. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
    1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [854] QtyType Values 0 = Units (shares, par, currency)
    1 = Contracts (if used - should specify ContractMultiplier (tag 231))
    0 = Units (shares, par, currency)
    1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
    2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
    [27] IOIQty Values S = Small
    M = Medium
    L = Large
    S = Small
    M = Medium
    L = Large
    U = Undisclosed Quantity
    [233] StipulationType Values AMT = AMT (y/n)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    BGNCON = Bargain Conditions– see (234) for values
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    INSURED = Insured (y/n)
    ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Pieces
    PMAX = Pools Maximum
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    SECTOR = Market sector
    SECTYPE = SecurityType included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: value in percent (exact or range)
    WALA = Weighted Average Loan Age: value in months (exact or range)
    WAM = Weighted Average Maturity : value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    YIELD = Yield range
    AMT = AMT (y/n)
    Alternative Minimum Tax (Y/N)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    (Y/N)
    BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
    values)
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    Code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    Discount
    INSURED = Insured (y/n)
    (Y/N)
    ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s Issuer's ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    Days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and And Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    MININCR = Minimum increment
    MINQTY = Minimum quantity
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Of Pieces
    PMAX = Pools Maximum
    PPL = Pools per Lot
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    Range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    (Y/N)
    SECTOR = Market sector
    Sector
    SECTYPE = SecurityType Security Type included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    Text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
    WALA = Weighted Average Loan Age: Age - value in months (exact or range)
    WAM = Weighted Average Maturity : - value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    (Y/N)
    YIELD = Yield range
    Range
    AVFICO = Average FICO Score
    AVSIZE = Average Loan Size
    MAXBAL = Maximum Loan Balance
    POOL = Pool Identifier
    ROLLTYPE = Type of Roll trade
    REFTRADE = reference to rolling or closing trade
    REFPRIN = principal of rolling or closing trade
    REFINT = interest of rolling or closing trade
    AVAILQTY = Available offer quantity to be shown to the street
    BROKERCRED = Broker's sales credit
    INTERNALPX = Offer price to be shown to internal brokers
    INTERNALQT = Offer quantity to be shown to internal brokers
    LEAVEQTY = The minimum residual offer quantity
    MAXORDQTY = Maximum order size
    ORDRINCR = Order quantity increment
    PRIMARY = Primary or Secondary market indicator
    SALESCREDI = Broker sales credit override
    TRADERCRED = Trader's credit
    DISCOUNT = Discount Rate (when price is denominated in percent of par)
    YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
    ABS = Absolute Prepayment Speed
    CPP = Constant Prepayment Penalty
    CPR = Constant Prepayment Rate
    CPY = Constant Prepayment Yield
    HEP = final CPR of Home Equity Prepayment Curve
    MHP = Percent of Manufactured Housing Prepayment Curve
    MPR = Monthly Prepayment Rate
    PPC = Percent of Prospectus Prepayment Curve
    PSA = Percent of BMA Prepayment Curve
    SMM = Single Monthly Mortality
    [423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount (absolute value)
    4 = Discount – percentage points below par
    5 = Premium – percentage points over par
    6 = Spread
    7 = TED price
    8 = TED yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    1 = Percentage (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount amount (absolute value)
    4 = Discount - percentage points below par
    5 = Premium - percentage points over par
    6 = Spread
    Spread (basis points spread)
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    13 = Product ticks in halfs
    14 = Product ticks in fourths
    15 = Product ticks in eights
    16 = Product ticks in sixteenths
    17 = Product ticks in thirty-seconds
    18 = Product ticks in sixty-forths
    19 = Product ticks in one-twenty-eights
    [25] IOIQltyInd Values L = Low
    M = Medium
    H = High
    H = High
    L = Low
    M = Medium
    H = High
    [130] IOINaturalFlag Values Y = Natural
    N = Not natural
    N = Not Natural
    Y = Natural
    N = Not natural
    [104] IOIQualifier Values A = All or none
    B = Market On Close (MOC) (held to close)
    C = At the close (around/not held to close)
    D = VWAP (Volume Weighted Avg Price)
    I = In touch with
    L = Limit
    M = More behind
    O = At the open
    P = Taking a position
    Q = At the Market (previously called Current Quote)
    R = Ready to trade
    S = Portfolio shown
    T = Through the day
    V = Versus
    W = Indication - Working away
    X = Crossing opportunity
    Y = At the Midpoint
    Z = Pre-open
    A = All or none
    None (AON)
    B = Market On Close (MOC) (held to close)
    C = At the close (around/not held to close)
    D = VWAP (Volume Weighted Avg Average Price)
    I = In touch with
    L = Limit
    M = More behind
    Behind
    O = At the open
    Open
    P = Taking a position
    Position
    Q = At the Market (previously called Current Quote)
    R = Ready to trade
    Trade
    S = Portfolio shown
    Shown
    T = Through the day
    Day
    V = Versus
    W = Indication Indidcation - Working away
    Away
    X = Crossing opportunity
    Opportunity
    Y = At the Midpoint
    Z = Pre-open
    [221] BenchmarkCurveName Values EONIA = EONIA
    EUREPO = EUREPO
    Euribor = Euribor
    FutureSWAP = FutureSWAP
    LIBID = LIBID
    LIBOR = LIBOR (London Inter-Bank Offer)
    MuniAAA = MuniAAA
    OTHER = OTHER
    Pfandbrief = Pfandbriefe
    SONIA = SONIA
    SWAP = SWAP
    Treasury = Treasury
    [235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 = Yield Value Of 1/32
    WORST = Yield To Worst
    AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Avg Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GOVTEQUIV = Gvnt Equivalent Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent
    Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To to Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    PUT = Yield to Next Put
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 VALUE1_32 = Yield Value Of 1/32
    WORST = Yield To Worst

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1180] ApplID (Optional)
    [1181] ApplSeqNum (Optional)
    [1350] ApplLastSeqNum (Optional)
    [1352] ApplResendFlag (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [453] NoPartyIDs (Optional)
    [448] PartyID (Optional)
    [447] PartyIDSource (Optional)
    [452] PartyRole (Optional)
    [802] NoPartySubIDs (Optional)
    [523] PartySubID (Optional)
    [803] PartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro Advertisement messages are used to announce completed transactions. Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [4] AdvSide Values B = Buy
    S = Sell
    X = Cross
    T = Trade
    B = Buy
    S = Sell
    T = Trade
    X = Cross
    T = Trade
    [854] QtyType Values 0 = Units (shares, par, currency)
    1 = Contracts (if used - should specify ContractMultiplier (tag 231))
    0 = Units (shares, par, currency)
    1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
    2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [41] OrigClOrdID Reqd Mandatory MandatoryOptional
    [39] OrdStatus Values 0 = New
    1 = Partially filled
    2 = Filled
    3 = Done for day
    4 = Canceled
    6 = Pending Cancel (e.g. result of Order Cancel Request)
    7 = Stopped
    8 = Rejected
    9 = Suspended
    A = Pending New
    B = Calculated
    C = Expired
    D = Accepted for bidding
    E = Pending Replace (e.g. result of Order Cancel/Replace Request)
    0 = New
    1 = Partially filled
    2 = Filled
    3 = Done for day
    4 = Canceled
    5 = Replaced (No longer used)
    6 = Pending Cancel (e.g. (i.e. result of Order Cancel Request)
    7 = Stopped
    8 = Rejected
    9 = Suspended
    A = Pending New
    B = Calculated
    C = Expired
    D = Accepted for bidding
    Bidding
    E = Pending Replace (e.g.(i.e. result of Order Cancel/Replace Request)
    [636] WorkingIndicator Values Y = Order is currently being worked
    N = Order has been accepted but not yet in a working state
    Y = Order is currently being worked
    N = Order has been accepted but not yet in a working state
    Y = Order is currently being worked
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [581] AccountType Values 1 = Account is carried on customer Side of Books
    2 = Account is carried on non-Customer Side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account (JBO)
    1 = Account is carried on customer Side side of Books
    the books
    2 = Account is carried on non-Customer Side non-customer side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account back office account (JBO)
    [434] CxlRejResponseTo Values 1 = Order Cancel Request
    2 = Order Cancel/Replace Request
    1 = Order Cancel Request
    cancel request
    2 = Order Cancel/Replace Request
    cancel/replace request
    [102] CxlRejReason Values 0 = Too late to cancel
    1 = Unknown order
    2 = Broker / Exchange Option
    3 = Order already in Pending Cancel or Pending Replace status
    4 = Unable to process Order Mass Cancel Request
    5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
    6 = Duplicate ClOrdID (11) received
    99 = Other
    0 = Too late to cancel
    1 = Unknown order
    2 = Broker / Exchange Option
    3 = Order already in Pending Cancel or Pending Replace status
    4 = Unable to process Order Mass Cancel Request
    5 = OrigOrdModTime (586) did not match last TransactTime (60) of order
    6 = Duplicate ClOrdID (11) received
    7 = Price exceeds current price
    8 = Price exceeds current price band
    18 = Invalid price increment
    99 = Other

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:quotes:For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).To subscribe and unsubscribe for Quote Status Report messages for one or more securities.

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [649] QuoteStatusReqID (Optional)
    [117] QuoteID (Optional)
    [55] Symbol (Optional)
    [65] SymbolSfx (Optional)
    [48] SecurityID (Optional)
    [22] SecurityIDSource (Optional)
    [454] NoSecurityAltID (Optional)
    [455] SecurityAltID (Optional)
    [456] SecurityAltIDSource (Optional)
    [460] Product (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [461] CFICode (Optional)
    [167] SecurityType (Optional)
    [762] SecuritySubType (Optional)
    [200] MaturityMonthYear (Optional)
    [541] MaturityDate (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [224] CouponPaymentDate (Optional)
    [225] IssueDate (Optional)
    [239] RepoCollateralSecurityType (Optional)
    [226] RepurchaseTerm (Optional)
    [227] RepurchaseRate (Optional)
    [228] Factor (Optional)
    [255] CreditRating (Optional)
    [543] InstrRegistry (Optional)
    [470] CountryOfIssue (Optional)
    [471] StateOrProvinceOfIssue (Optional)
    [472] LocaleOfIssue (Optional)
    [240] RedemptionDate (Optional)
    [202] StrikePrice (Optional)
    [947] StrikeCurrency (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [206] OptAttribute (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [201] PutOrCall (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [231] ContractMultiplier (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [223] CouponRate (Optional)
    [207] SecurityExchange (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [106] Issuer (Optional)
    [348] EncodedIssuerLen (Optional)
    [349] EncodedIssuer (Optional)
    [107] SecurityDesc (Optional)
    [350] EncodedSecurityDescLen (Optional)
    [351] EncodedSecurityDesc (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [691] Pool (Optional)
    [667] ContractSettlMonth (Optional)
    [875] CPProgram (Optional)
    [876] CPRegType (Optional)
    [864] NoEvents (Optional)
    [865] EventType (Optional)
    [866] EventDate (Optional)
    [1145] EventTime (Optional)
    [867] EventPx (Optional)
    [868] EventText (Optional)
    [873] DatedDate (Optional)
    [874] InterestAccrualDate (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [913] AgreementDesc (Optional)
    [914] AgreementID (Optional)
    [915] AgreementDate (Optional)
    [918] AgreementCurrency (Optional)
    [788] TerminationType (Optional)
    [916] StartDate (Optional)
    [917] EndDate (Optional)
    [919] DeliveryType (Optional)
    [898] MarginRatio (Optional)
    [711] NoUnderlyings (Optional)
    [311] UnderlyingSymbol (Optional)
    [312] UnderlyingSymbolSfx (Optional)
    [309] UnderlyingSecurityID (Optional)
    [305] UnderlyingSecurityIDSource (Optional)
    [457] NoUnderlyingSecurityAltID (Optional)
    [458] UnderlyingSecurityAltID (Optional)
    [459] UnderlyingSecurityAltIDSource (Optional)
    [462] UnderlyingProduct (Optional)
    [463] UnderlyingCFICode (Optional)
    [310] UnderlyingSecurityType (Optional)
    [763] UnderlyingSecuritySubType (Optional)
    [313] UnderlyingMaturityMonthYear (Optional)
    [542] UnderlyingMaturityDate (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [241] UnderlyingCouponPaymentDate (Optional)
    [242] UnderlyingIssueDate (Optional)
    [243] UnderlyingRepoCollateralSecurityType (Optional)
    [244] UnderlyingRepurchaseTerm (Optional)
    [245] UnderlyingRepurchaseRate (Optional)
    [246] UnderlyingFactor (Optional)
    [256] UnderlyingCreditRating (Optional)
    [595] UnderlyingInstrRegistry (Optional)
    [592] UnderlyingCountryOfIssue (Optional)
    [593] UnderlyingStateOrProvinceOfIssue (Optional)
    [594] UnderlyingLocaleOfIssue (Optional)
    [247] UnderlyingRedemptionDate (Optional)
    [316] UnderlyingStrikePrice (Optional)
    [941] UnderlyingStrikeCurrency (Optional)
    [317] UnderlyingOptAttribute (Optional)
    [436] UnderlyingContractMultiplier (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [435] UnderlyingCouponRate (Optional)
    [308] UnderlyingSecurityExchange (Optional)
    [306] UnderlyingIssuer (Optional)
    [362] EncodedUnderlyingIssuerLen (Optional)
    [363] EncodedUnderlyingIssuer (Optional)
    [307] UnderlyingSecurityDesc (Optional)
    [364] EncodedUnderlyingSecurityDescLen (Optional)
    [365] EncodedUnderlyingSecurityDesc (Optional)
    [877] UnderlyingCPProgram (Optional)
    [878] UnderlyingCPRegType (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [318] UnderlyingCurrency (Optional)
    [879] UnderlyingQty (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [810] UnderlyingPx (Optional)
    [882] UnderlyingDirtyPrice (Optional)
    [883] UnderlyingEndPrice (Optional)
    [884] UnderlyingStartValue (Optional)
    [885] UnderlyingCurrentValue (Optional)
    [886] UnderlyingEndValue (Optional)
    [887] NoUnderlyingStips (Optional)
    [888] UnderlyingStipType (Optional)
    [889] UnderlyingStipValue (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [315] UnderlyingPutOrCall (Optional)
    [555] NoLegs (Optional)
    [600] LegSymbol (Optional)
    [601] LegSymbolSfx (Optional)
    [602] LegSecurityID (Optional)
    [603] LegSecurityIDSource (Optional)
    [604] NoLegSecurityAltID (Optional)
    [605] LegSecurityAltID (Optional)
    [606] LegSecurityAltIDSource (Optional)
    [607] LegProduct (Optional)
    [608] LegCFICode (Optional)
    [609] LegSecurityType (Optional)
    [764] LegSecuritySubType (Optional)
    [610] LegMaturityMonthYear (Optional)
    [611] LegMaturityDate (Optional)
    [1212] LegMaturityTime (Optional)
    [248] LegCouponPaymentDate (Optional)
    [249] LegIssueDate (Optional)
    [250] LegRepoCollateralSecurityType (Optional)
    [251] LegRepurchaseTerm (Optional)
    [252] LegRepurchaseRate (Optional)
    [253] LegFactor (Optional)
    [257] LegCreditRating (Optional)
    [599] LegInstrRegistry (Optional)
    [596] LegCountryOfIssue (Optional)
    [597] LegStateOrProvinceOfIssue (Optional)
    [598] LegLocaleOfIssue (Optional)
    [254] LegRedemptionDate (Optional)
    [612] LegStrikePrice (Optional)
    [942] LegStrikeCurrency (Optional)
    [613] LegOptAttribute (Optional)
    [614] LegContractMultiplier (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [615] LegCouponRate (Optional)
    [616] LegSecurityExchange (Optional)
    [617] LegIssuer (Optional)
    [618] EncodedLegIssuerLen (Optional)
    [619] EncodedLegIssuer (Optional)
    [620] LegSecurityDesc (Optional)
    [621] EncodedLegSecurityDescLen (Optional)
    [622] EncodedLegSecurityDesc (Optional)
    [623] LegRatioQty (Optional)
    [624] LegSide (Optional)
    [556] LegCurrency (Optional)
    [740] LegPool (Optional)
    [739] LegDatedDate (Optional)
    [955] LegContractSettlMonth (Optional)
    [956] LegInterestAccrualDate (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)
    [453] NoPartyIDs (Optional)
    [448] PartyID (Optional)
    [447] PartyIDSource (Optional)
    [452] PartyRole (Optional)
    [802] NoPartySubIDs (Optional)
    [523] PartySubID (Optional)
    [803] PartySubIDType (Optional)
    [1] Account (Optional)
    [660] AcctIDSource (Optional)
    [581] AccountType (Optional)
    [336] TradingSessionID (Optional)
    [625] TradingSessionSubID (Optional)
    [263] SubscriptionRequestType (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The logon message authenticates a user establishing a connection to a remote system. The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [95] RawDataLength (Optional)
    [96] RawData (Optional)
    [141] ResetSeqNumFlag (Optional)
    [789] NextExpectedMsgSeqNum (Optional)
    [383] MaxMessageSize (Optional)
    [384] NoMsgTypes (Optional)
    [372] RefMsgType (Optional)
    [385] MsgDirection (Optional)
    [1130] RefApplVerID (Optional)
    [1406] RefApplExtID (Optional)
    [1131] RefCstmApplVerID (Optional)
    [1410] DefaultVerIndicator (Optional)
    [464] TestMessageIndicator (Optional)
    [553] Username (Optional)
    [554] Password (Optional)
    [925] NewPassword (Optional)
    [1400] EncryptedPasswordMethod (Optional)
    [1401] EncryptedPasswordLen (Optional)
    [1402] EncryptedPassword (Optional)
    [1403] EncryptedNewPasswordLen (Optional)
    [1404] EncryptedNewPassword (Optional)
    [1409] SessionStatus (Optional)
    [1407] DefaultApplExtID (Optional)
    [1408] DefaultCstmApplVerID (Optional)
    [58] Text (Optional)
    [354] EncodedTextLen (Optional)
    [355] EncodedText (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [320] SecurityReqID Reqd Mandatory MandatoryOptional
    [560] SecurityRequestResult Reqd Mandatory MandatoryOptional
    [893] LastFragment Values Y = Last message
    N = Not last message
    N = Not Last Message
    Y = Last message
    N = Not last message
    Message
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [827] ExpirationCycle Values 0 = Expire on trading session close (default)
    1 = Expire on trading session open
    0 = Expire on trading session close (default)
    1 = Expire on trading session open
    2 = Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)
    [668] DeliveryForm Values 1 = BookEntry
    2 = Bearer
    1 = BookEntry
    Book Entry (default)
    2 = Bearer
    [871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
    2 = Zero coupon
    3 = Interest bearing (for Euro commercial paper when not issued at discount)
    4 = No periodic payments
    5 = Variable rate
    6 = Less fee for put
    7 = Stepped coupon
    8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
    9 = When [and if] issued
    10 = Original issue discount
    11 = Callable, puttable
    12 = Escrowed to Maturity
    13 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
    14 = Prerefunded
    15 = In default
    16 = Unrated
    17 = Taxable
    18 = Indexed
    19 = Subject to Alternative Minimum Tax
    20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
    21 = Callable below maturity value
    22 = Callable without notice by mail to holder unless registered
    99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
    1 = Flat (securities pay interest on a current basis but are traded without interest)
    2 = Zero coupon
    3 = Interest bearing (for Euro commercial paper when not issued at discount)
    4 = No periodic payments
    5 = Variable rate
    6 = Less fee for put
    7 = Stepped coupon
    8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
    field.
    9 = When [and if] issued
    10 = Original issue discount
    11 = Callable, puttable
    12 = Escrowed to Maturity
    13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
    14 = Prerefunded
    Pre-refunded
    15 = In default
    16 = Unrated
    17 = Taxable
    18 = Indexed
    19 = Subject to To Alternative Minimum Tax
    20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
    21 = Callable below maturity value
    22 = Callable without notice by mail to holder unless registered
    23 = Price tick rules for security.
    24 = Trade type eligibility details for security.
    25 = Instrument Denominator
    26 = Instrument Numerator
    27 = Instrument Price Precision
    28 = Instrument Strike Price
    29 = Tradeable Indicator
    99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
    field.
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1180] ApplID (Optional)
    [1181] ApplSeqNum (Optional)
    [1350] ApplLastSeqNum (Optional)
    [1352] ApplResendFlag (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1214] DerivativeSymbol (Optional)
    [1215] DerivativeSymbolSfx (Optional)
    [1216] DerivativeSecurityID (Optional)
    [1217] DerivativeSecurityIDSource (Optional)
    [1218] NoDerivativeSecurityAltID (Optional)
    [1219] DerivativeSecurityAltID (Optional)
    [1220] DerivativeSecurityAltIDSource (Optional)
    [1246] DerivativeProduct (Optional)
    [1228] DerivativeProductComplex (Optional)
    [1243] DerivFlexProductEligibilityIndicator (Optional)
    [1247] DerivativeSecurityGroup (Optional)
    [1248] DerivativeCFICode (Optional)
    [1249] DerivativeSecurityType (Optional)
    [1250] DerivativeSecuritySubType (Optional)
    [1251] DerivativeMaturityMonthYear (Optional)
    [1252] DerivativeMaturityDate (Optional)
    [1253] DerivativeMaturityTime (Optional)
    [1254] DerivativeSettleOnOpenFlag (Optional)
    [1255] DerivativeInstrmtAssignmentMethod (Optional)
    [1256] DerivativeSecurityStatus (Optional)
    [1276] DerivativeIssueDate (Optional)
    [1257] DerivativeInstrRegistry (Optional)
    [1258] DerivativeCountryOfIssue (Optional)
    [1259] DerivativeStateOrProvinceOfIssue (Optional)
    [1260] DerivativeLocaleOfIssue (Optional)
    [1261] DerivativeStrikePrice (Optional)
    [1262] DerivativeStrikeCurrency (Optional)
    [1263] DerivativeStrikeMultiplier (Optional)
    [1264] DerivativeStrikeValue (Optional)
    [1265] DerivativeOptAttribute (Optional)
    [1266] DerivativeContractMultiplier (Optional)
    [1267] DerivativeMinPriceIncrement (Optional)
    [1268] DerivativeMinPriceIncrementAmount (Optional)
    [1269] DerivativeUnitOfMeasure (Optional)
    [1270] DerivativeUnitOfMeasureQty (Optional)
    [1315] DerivativePriceUnitOfMeasure (Optional)
    [1316] DerivativePriceUnitOfMeasureQty (Optional)
    [1317] DerivativeSettlMethod (Optional)
    [1318] DerivativePriceQuoteMethod (Optional)
    [1319] DerivativeFuturesValuationMethod (Optional)
    [1320] DerivativeListMethod (Optional)
    [1321] DerivativeCapPrice (Optional)
    [1322] DerivativeFloorPrice (Optional)
    [1323] DerivativePutOrCall (Optional)
    [1299] DerivativeExerciseStyle (Optional)
    [1225] DerivativeOptPayAmount (Optional)
    [1271] DerivativeTimeUnit (Optional)
    [1272] DerivativeSecurityExchange (Optional)
    [1273] DerivativePositionLimit (Optional)
    [1274] DerivativeNTPositionLimit (Optional)
    [1275] DerivativeIssuer (Optional)
    [1277] DerivativeEncodedIssuerLen (Optional)
    [1278] DerivativeEncodedIssuer (Optional)
    [1279] DerivativeSecurityDesc (Optional)
    [1280] DerivativeEncodedSecurityDescLen (Optional)
    [1281] DerivativeEncodedSecurityDesc (Optional)
    [1282] DerivativeSecurityXMLLen (Optional)
    [1283] DerivativeSecurityXML (Optional)
    [1284] DerivativeSecurityXMLSchema (Optional)
    [1285] DerivativeContractSettlMonth (Optional)
    [1286] NoDerivativeEvents (Optional)
    [1287] DerivativeEventType (Optional)
    [1288] DerivativeEventDate (Optional)
    [1289] DerivativeEventTime (Optional)
    [1290] DerivativeEventPx (Optional)
    [1291] DerivativeEventText (Optional)
    [1292] NoDerivativeInstrumentParties (Optional)
    [1293] DerivativeInstrumentPartyID (Optional)
    [1294] DerivativeInstrumentPartyIDSource (Optional)
    [1295] DerivativeInstrumentPartyRole (Optional)
    [1296] NoDerivativeInstrumentPartySubIDs (Optional)
    [1297] DerivativeInstrumentPartySubID (Optional)
    [1298] DerivativeInstrumentPartySubIDType (Optional)
    [1311] NoDerivativeInstrAttrib (Optional)
    [1313] DerivativeInstrAttribType (Optional)
    [1314] DerivativeInstrAttribValue (Optional)
    [1310] NoMarketSegments (Optional)
    [1301] MarketID (Optional)
    [1300] MarketSegmentID (Optional)
    [1205] NoTickRules (Optional)
    [1206] StartTickPriceRange (Optional)
    [1207] EndTickPriceRange (Optional)
    [1208] TickIncrement (Optional)
    [1209] TickRuleType (Optional)
    [1234] NoLotTypeRules (Optional)
    [1093] LotType (Optional)
    [1231] MinLotSize (Optional)
    [1306] PriceLimitType (Optional)
    [1148] LowLimitPrice (Optional)
    [1149] HighLimitPrice (Optional)
    [1150] TradingReferencePrice (Optional)
    [562] MinTradeVol (Optional)
    [1140] MaxTradeVol (Optional)
    [1143] MaxPriceVariation (Optional)
    [1144] ImpliedMarketIndicator (Optional)
    [1245] TradingCurrency (Optional)
    [561] RoundLot (Optional)
    [1377] MultilegModel (Optional)
    [1378] MultilegPriceMethod (Optional)
    [423] PriceType (Optional)
    [1309] NoTradingSessionRules (Optional)
    [1237] NoOrdTypeRules (Optional)
    [40] OrdType (Optional)
    [1239] NoTimeInForceRules (Optional)
    [59] TimeInForce (Optional)
    [1232] NoExecInstRules (Optional)
    [1308] ExecInstValue (Optional)
    [1235] NoMatchRules (Optional)
    [1142] MatchAlgorithm (Optional)
    [574] MatchType (Optional)
    [1141] NoMDFeedTypes (Optional)
    [1022] MDFeedType (Optional)
    [264] MarketDepth (Optional)
    [1021] MDBookType (Optional)
    [1312] NoNestedInstrAttrib (Optional)
    [1210] NestedInstrAttribType (Optional)
    [1211] NestedInstrAttribValue (Optional)
    [1202] StartStrikePxRange (Optional)
    [1203] EndStrikePxRange (Optional)
    [1204] StrikeIncrement (Optional)
    [1304] StrikeExerciseStyle (Optional)
    [1236] NoMaturityRules (Optional)
    [1222] MaturityRuleID (Optional)
    [1303] MaturityMonthYearFormat (Optional)
    [1302] MaturityMonthYearIncrementUnits (Optional)
    [1241] StartMaturityMonthYear (Optional)
    [1226] EndMaturityMonthYear (Optional)
    [1229] MaturityMonthYearIncrement (Optional)
    [1201] NoStrikeRules (Optional)
    [1223] StrikeRuleID (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1305] SecondaryPriceLimitType (Optional)
    [1221] SecondaryLowLimitPrice (Optional)
    [1230] SecondaryHighLimitPrice (Optional)
    [1240] SecondaryTradingReferencePrice (Optional)
    [292] CorporateAction (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [581] AccountType Values 1 = Account is carried on customer Side of Books
    2 = Account is carried on non-Customer Side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account (JBO)
    1 = Account is carried on customer Side side of Books
    the books
    2 = Account is carried on non-Customer Side non-customer side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account back office account (JBO)
    [591] PreallocMethod Values 0 = Pro-rata
    1 = Do not pro-rata = discuss first
    0 = Pro-rata
    1 = Do not pro-rata = - discuss first
    [63] SettlType Values 0 = Regular
    1 = Cash
    2 = Next Day (T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    0 = Regular
    Regular / FX Spot settlement (T+1 or T+2 depending on currency)
    1 = Cash
    Cash (TOD / T+0)
    2 = Next Day (T+1)
    (TOM / T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    T+5
    B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
    C = FX Spot Next settlement (Spot+1, aka next day)
    [635] ClearingFeeIndicator Values B = CBOE Member
    C = Non-member and Customer
    E = Equity Member and Clearing Member
    F = Full and Associate Member trading for own account and as floor Brokers
    H = 106.H and 106.J Firms
    I = GIM, IDEM and COM Membership Interest Holders
    L = Lessee and 106.F Employees
    M = All other ownership types
    1 = 1st year delegate trading for his own account
    2 = 2nd year delegate trading for his own account
    3 = 3rd year delegate trading for his own account
    4 = 4th year delegate trading for his own account
    5 = 5th year delegate trading for his own account
    9 = 6th year and beyond delegate trading for his own account
    1 = 1st year delegate trading for own account
    2 = 2nd year delegate trading for own account
    3 = 3rd year delegate trading for own account
    4 = 4th year delegate trading for own account
    5 = 5th year delegate trading for own account
    9 = 6th year delegate trading for own account
    B = CBOE Member
    C = Non-member and Customer
    E = Equity Member and Clearing Member
    F = Full and Associate Member trading for own account and as floor Brokers
    brokers
    H = 106.H and 106.J Firms
    firms
    I = GIM, IDEM and COM Membership Interest Holders
    L = Lessee and 106.F Employees
    M = All other ownership types
    1 = 1st year delegate trading for his own account
    2 = 2nd year delegate trading for his own account
    3 = 3rd year delegate trading for his own account
    4 = 4th year delegate trading for his own account
    5 = 5th year delegate trading for his own account
    9 = 6th year and beyond delegate trading for his own account
    [18] ExecInst Values 1 = Not held
    2 = Work
    3 = Go along
    4 = Over the day
    5 = Held
    6 = Participate don't initiate
    7 = Strict scale
    8 = Try to scale
    9 = Stay on bidside
    0 = Stay on offerside
    A = No cross (cross is forbidden)
    B = OK to cross
    C = Call first
    D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
    E = Do not increase - DNI
    F = Do not reduce - DNR
    G = All or none - AON
    H = Reinstate on System Failure (mutually exclusive with Q)
    I = Institutions only
    J = Reinstate on Trading Halt (mutually exclusive with K)
    K = Cancel on Trading Halt (mutually exclusive with L)
    L = Last peg (last sale)
    M = Mid-price peg (midprice of inside quote)
    N = Non-negotiable
    O = Opening peg
    P = Market peg
    Q = Cancel on System Failure (mutually exclusive with H)
    R = Primary peg (primary market - buy at bid/sell at offer)
    S = Suspend
    U = Customer Display Instruction (Rule11Ac1-1/4)
    V = Netting (for Forex)
    W = Peg to VWAP
    X = Trade Along
    Y = Try to Stop
    Z = Cancel if Not Best
    a = Trailing Stop Peg
    b = Strict Limit (No Price Improvement)
    c = Ignore Price Validity Checks
    d = Peg to Limit Price
    e = Work to Target Strategy
    0 = Stay on offer side
    1 = Not held
    2 = Work
    3 = Go along
    4 = Over the day
    5 = Held
    6 = Participate don't initiate
    7 = Strict scale
    8 = Try to scale
    9 = Stay on bidside
    0 = Stay on offerside
    bid side
    A = No cross (cross is forbidden)
    B = OK to cross
    C = Call first
    D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
    percentage)
    E = Do not increase - DNI
    F = Do not reduce - DNR
    G = All or none - AON
    H = Reinstate on System Failure system failure (mutually exclusive with Q)
    Q and l)
    I = Institutions only
    J = Reinstate on Trading Halt (mutually exclusive with K)
    K and m)
    K = Cancel on Trading Halt (mutually exclusive with L)
    J and m)
    L = Last peg (last sale)
    M = Mid-price peg (midprice of inside quote)
    N = Non-negotiable
    O = Opening peg
    P = Market peg
    Q = Cancel on System Failure system failure (mutually exclusive with H)
    H and l)
    R = Primary peg (primary market - buy at bid/sell at offer)
    S = Suspend
    T = Fixed Peg to Local best bid or offer at time of order
    U = Customer Display Instruction (Rule11Ac1-1/4)
    (Rule 11Ac1-1/4)
    V = Netting (for Forex)
    W = Peg to VWAP
    X = Trade Along
    Y = Try to To Stop
    Z = Cancel if Not Best
    not best
    a = Trailing Stop Peg
    b = Strict Limit (No Price Improvement)
    price improvement)
    c = Ignore Price Validity Checks
    d = Peg to Limit Price
    e = Work to Target Strategy
    f = Intermarket Sweep
    g = External Routing Allowed
    h = External Routing Not Allowed
    i = Imbalance Only
    j = Single execution requested for block trade
    k = Best Execution
    l = Suspend on system failure (mutually exclusive with H and Q)
    m = Suspend on Trading Halt (mutually exclusive with J and K)
    n = Reinstate on connection loss (mutually exclusive with o and p)
    o = Cancel on connection loss (mutually exclusive with n and p)
    p = Suspend on connection loss (mutually exclusive with n and o)
    q = Release from suspension (mutually exclusive with S)
    r = Execute as delta neutral using volatility provided
    s = Execute as duration neutral
    t = Execute as FX neutral
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [81] ProcessCode Values 0 = regular
    1 = soft dollar
    2 = step-in
    3 = step-out
    4 = soft-dollar step-in
    5 = soft-dollar step-out
    6 = plan sponsor
    0 = regular
    Regular
    1 = soft dollar
    Soft Dollar
    2 = step-in
    Step-In
    3 = step-out
    Step-Out
    4 = soft-dollar step-in
    Soft-dollar Step-In
    5 = soft-dollar step-out
    Soft-dollar Step-Out
    6 = plan sponsor
    Plan Sponsor
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
    N = Indicates the broker is not required to locate
    N = Indicates the broker is not required to locate
    Y = Indicates the broker is responsible for locating the stock
    N = Indicates the broker is not required to locate
    [854] QtyType Values 0 = Units (shares, par, currency)
    1 = Contracts (if used - should specify ContractMultiplier (tag 231))
    0 = Units (shares, par, currency)
    1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
    2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
    [40] OrdType Values 1 = Market
    2 = Limit
    3 = Stop
    4 = Stop limit
    6 = With or without
    7 = Limit or better (Deprecated)
    8 = Limit with or without
    9 = On basis
    D = Previously quoted
    E = Previously indicated
    G = Forex - Swap
    I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for CIV)
    P = Pegged
    1 = Market
    2 = Limit
    3 = Stop
    Stop / Stop Loss
    4 = Stop limit
    Limit
    5 = Market On Close (No longer used)
    6 = With or without
    Or Without
    7 = Limit or better (Deprecated)
    Or Better
    8 = Limit with or without
    With Or Without
    9 = On basis
    Basis
    A = On Close (No longer used)
    B = Limit On Close (No longer used)
    C = Forex Market (No longer used)
    D = Previously quoted
    Quoted
    E = Previously indicated
    Indicated
    F = Forex Limit (No longer used)
    G = Forex - Swap
    H = Forex Previously Quoted (No longer used)
    I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
    P = Pegged
    Q = Counter-order selection
    [423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount (absolute value)
    4 = Discount – percentage points below par
    5 = Premium – percentage points over par
    6 = Spread
    7 = TED price
    8 = TED yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    1 = Percentage (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount amount (absolute value)
    4 = Discount - percentage points below par
    5 = Premium - percentage points over par
    6 = Spread
    Spread (basis points spread)
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    13 = Product ticks in halfs
    14 = Product ticks in fourths
    15 = Product ticks in eights
    16 = Product ticks in sixteenths
    17 = Product ticks in thirty-seconds
    18 = Product ticks in sixty-forths
    19 = Product ticks in one-twenty-eights
    [377] SolicitedFlag Values Y = Was solcitied
    N = Was not solicited
    Y = Was solcitied
    N = Was not solicited
    Y = Was solicited
    [59] TimeInForce Values 0 = Day (or session)
    1 = Good Till Cancel (GTC)
    2 = At the Opening (OPG)
    3 = Immediate or Cancel (IOC)
    4 = Fill or Kill (FOK)
    5 = Good Till Crossing (GTX)
    6 = Good Till Date
    7 = At the Close
    0 = Day (or session)
    1 = Good Till Cancel (GTC)
    2 = At the Opening (OPG)
    3 = Immediate or Or Cancel (IOC)
    4 = Fill or Or Kill (FOK)
    5 = Good Till Crossing (GTX)
    6 = Good Till Date
    Date (GTD)
    7 = At the Close
    8 = Good Through Crossing
    9 = At Crossing
    [427] GTBookingInst Values 0 = book out all trades on day of execution
    1 = accumulate executions until order is filled or expires
    2 = accumulate until verbally notified otherwise
    0 = book Book out all trades on day of execution
    1 = accumulate executions Accumulate exectuions until order forder is filled or expires
    2 = accumulate Accumulate until verbally verballly notified otherwise
    [528] OrderCapacity Values A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal includes Proprietary)
    R = Riskless Principal
    W = Agent for Other Member
    A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
    "Proprietary")
    R = Riskless Principal
    W = Agent for Other Member
    [529] OrderRestrictions Values 1 = Program Trade
    2 = Index Arbitrage
    3 = Non-Index Arbitrage
    4 = Competing Market Maker
    5 = Acting as Market Maker or Specialist in the security
    6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
    7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
    8 = External Market Participant
    9 = External Inter-connected Market Linkage
    A = Riskless Arbitrage
    1 = Program Trade
    2 = Index Arbitrage
    3 = Non-Index Arbitrage
    4 = Competing Market Maker
    5 = Acting as Market Maker or Specialist in the security
    6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
    seucirty
    7 = Foreign Entity (of foreign governmnet government or regulatory jurisdiction)
    8 = External Market Participant
    9 = External Extneral Inter-connected Market Linkage
    A = Riskless Arbitrage
    B = Issuer Holding
    C = Issue Price Stabilization
    D = Non-algorithmic
    E = Algorithmic
    [121] ForexReq Values Y = Execute Forex after security trade
    N = Do not execute Forex after security trade
    N = Do Not Execute Forex After Security Trade
    Y = Execute Forex after security trade
    N = Do not execute Forex after security trade
    After Security Trade
    [775] BookingType Values 0 = Regular booking
    1 = CFD (Contract For Difference)
    2 = Total return swap
    0 = Regular booking
    1 = CFD (Contract For Difference)
    for difference)
    2 = Total return swap
    Return Swap
    [77] PositionEffect Values O = Open
    C = Close
    R = Rolled
    F = FIFO
    O = Open
    C = Close
    F = FIFO
    O = Open
    R = Rolled
    F N = FIFO
    Close but notify on open
    D = Default
    [837] PegLimitType Values 0 = Or better (default) - price improvement allowed
    1 = Strict – limit is a strict limit
    2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
    0 = Or better (default) - price improvement allowed
    1 = Strict - limit is a strict limit
    2 = Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
    [838] PegRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
    2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
    1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell order round down to the nearest tick
    2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
    [388] DiscretionInst Values 0 = Related to displayed price
    1 = Related to market price
    2 = Related to primary price
    3 = Related to local primary price
    4 = Related to midpoint price
    5 = Related to last trade price
    6 = Related to VWAP
    0 = Related to displayed price
    1 = Related to market price
    2 = Related to primary price
    3 = Related to local primary price
    4 = Related to midpoint price
    5 = Related to last trade price
    6 = Related to VWAP
    7 = Average Price Guarantee
    [843] DiscretionLimitType Values 0 = Or better (default) - price improvement allowed
    1 = Strict – limit is a strict limit
    2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
    0 = Or better (default) - price improvement allowed
    1 = Strict - limit is a strict limit
    2 = Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
    [844] DiscretionRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
    2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
    1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell round down to the nearest tick
    2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
    [480] CancellationRights Values Y = Yes
    N = No – execution only
    M = No – waiver agreement
    O = No – institutional.
    Y = Yes
    N = No – execution only
    - Execution Only
    M = No – waiver - Waiver agreement
    O = No – institutional.
    - Institutional
    [481] MoneyLaunderingStatus Values Y = Passed
    N = Not checked
    1 = Exempt – Below The Limit
    2 = Exempt – Client Money Type Exemption
    3 = Exempt – Authorised Credit or Financial Institution.
    Y = Passed
    N = Not checked
    Checked
    1 = Exempt - Below The the Limit
    2 = Exempt - Client Money Type Exemption
    exemption
    3 = Exempt - Authorised Credit or Financial Institution.
    financial institution
    [563] MultiLegRptTypeReq Values 0 = Report by mulitleg security only (Do not report legs)
    1 = Report by multileg security and by instrument legs belonging to the multileg security.
    2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)
    0 = Report by mulitleg security only (Do (do not report legs)
    1 = Report by multileg security and by instrument legs belonging to the multileg security.
    security
    2 = Report by instrument legs belonging to the multileg security only (Do (do not report status of multileg security)

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1089] MatchIncrement (Optional)
    [1090] MaxPriceLevels (Optional)
    [1138] DisplayQty (Optional)
    [1082] SecondaryDisplayQty (Optional)
    [1083] DisplayWhen (Optional)
    [1084] DisplayMethod (Optional)
    [1085] DisplayLowQty (Optional)
    [1086] DisplayHighQty (Optional)
    [1087] DisplayMinIncr (Optional)
    [1088] RefreshQty (Optional)
    [1133] ExDestinationIDSource (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1069] SwapPoints (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [1366] LegAllocID (Optional)
    [1367] LegAllocSettlCurrency (Optional)
    [685] LegOrderQty (Optional)
    [1379] LegVolatility (Optional)
    [1381] LegDividendYield (Optional)
    [1383] LegCurrencyRatio (Optional)
    [1384] LegExecInst (Optional)
    [1377] MultilegModel (Optional)
    [1378] MultilegPriceMethod (Optional)
    [1092] PriceProtectionScope (Optional)
    [1100] TriggerType (Optional)
    [1101] TriggerAction (Optional)
    [1102] TriggerPrice (Optional)
    [1103] TriggerSymbol (Optional)
    [1104] TriggerSecurityID (Optional)
    [1105] TriggerSecurityIDSource (Optional)
    [1106] TriggerSecurityDesc (Optional)
    [1107] TriggerPriceType (Optional)
    [1108] TriggerPriceTypeScope (Optional)
    [1109] TriggerPriceDirection (Optional)
    [1110] TriggerNewPrice (Optional)
    [1111] TriggerOrderType (Optional)
    [1112] TriggerNewQty (Optional)
    [1113] TriggerTradingSessionID (Optional)
    [1114] TriggerTradingSessionSubID (Optional)
    [1080] RefOrderID (Optional)
    [1081] RefOrderIDSource (Optional)
    [1091] PreTradeAnonymity (Optional)
    [1094] PegPriceType (Optional)
    [1096] PegSecurityIDSource (Optional)
    [1097] PegSecurityID (Optional)
    [1098] PegSymbol (Optional)
    [1099] PegSecurityDesc (Optional)
    [957] NoStrategyParameters (Optional)
    [958] StrategyParameterName (Optional)
    [959] StrategyParameterType (Optional)
    [960] StrategyParameterValue (Optional)
    [1190] RiskFreeRate (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [41] OrigClOrdID Reqd Mandatory MandatoryOptional
    [11] ClOrdID Reqd Mandatory MandatoryOptional
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [581] AccountType Values 1 = Account is carried on customer Side of Books
    2 = Account is carried on non-Customer Side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account (JBO)
    1 = Account is carried on customer Side side of Books
    the books
    2 = Account is carried on non-Customer Side non-customer side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account back office account (JBO)
    [591] PreallocMethod Values 0 = Pro-rata
    1 = Do not pro-rata = discuss first
    0 = Pro-rata
    1 = Do not pro-rata = - discuss first
    [63] SettlType Values 0 = Regular
    1 = Cash
    2 = Next Day (T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    0 = Regular
    Regular / FX Spot settlement (T+1 or T+2 depending on currency)
    1 = Cash
    Cash (TOD / T+0)
    2 = Next Day (T+1)
    (TOM / T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    T+5
    B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
    C = FX Spot Next settlement (Spot+1, aka next day)
    [635] ClearingFeeIndicator Values B = CBOE Member
    C = Non-member and Customer
    E = Equity Member and Clearing Member
    F = Full and Associate Member trading for own account and as floor Brokers
    H = 106.H and 106.J Firms
    I = GIM, IDEM and COM Membership Interest Holders
    L = Lessee and 106.F Employees
    M = All other ownership types
    1 = 1st year delegate trading for his own account
    2 = 2nd year delegate trading for his own account
    3 = 3rd year delegate trading for his own account
    4 = 4th year delegate trading for his own account
    5 = 5th year delegate trading for his own account
    9 = 6th year and beyond delegate trading for his own account
    1 = 1st year delegate trading for own account
    2 = 2nd year delegate trading for own account
    3 = 3rd year delegate trading for own account
    4 = 4th year delegate trading for own account
    5 = 5th year delegate trading for own account
    9 = 6th year delegate trading for own account
    B = CBOE Member
    C = Non-member and Customer
    E = Equity Member and Clearing Member
    F = Full and Associate Member trading for own account and as floor Brokers
    brokers
    H = 106.H and 106.J Firms
    firms
    I = GIM, IDEM and COM Membership Interest Holders
    L = Lessee and 106.F Employees
    M = All other ownership types
    1 = 1st year delegate trading for his own account
    2 = 2nd year delegate trading for his own account
    3 = 3rd year delegate trading for his own account
    4 = 4th year delegate trading for his own account
    5 = 5th year delegate trading for his own account
    9 = 6th year and beyond delegate trading for his own account
    [18] ExecInst Values 1 = Not held
    2 = Work
    3 = Go along
    4 = Over the day
    5 = Held
    6 = Participate don't initiate
    7 = Strict scale
    8 = Try to scale
    9 = Stay on bidside
    0 = Stay on offerside
    A = No cross (cross is forbidden)
    B = OK to cross
    C = Call first
    D = Percent of volume "(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
    E = Do not increase - DNI
    F = Do not reduce - DNR
    G = All or none - AON
    H = Reinstate on System Failure (mutually exclusive with Q)
    I = Institutions only
    J = Reinstate on Trading Halt (mutually exclusive with K)
    K = Cancel on Trading Halt (mutually exclusive with L)
    L = Last peg (last sale)
    M = Mid-price peg (midprice of inside quote)
    N = Non-negotiable
    O = Opening peg
    P = Market peg
    Q = Cancel on System Failure (mutually exclusive with H)
    R = Primary peg (primary market - buy at bid/sell at offer)
    S = Suspend
    U = Customer Display Instruction (Rule11Ac1-1/4)
    V = Netting (for Forex)
    W = Peg to VWAP
    X = Trade Along
    Y = Try to Stop
    Z = Cancel if Not Best
    a = Trailing Stop Peg
    b = Strict Limit (No Price Improvement)
    c = Ignore Price Validity Checks
    d = Peg to Limit Price
    e = Work to Target Strategy
    0 = Stay on offer side
    1 = Not held
    2 = Work
    3 = Go along
    4 = Over the day
    5 = Held
    6 = Participate don't initiate
    7 = Strict scale
    8 = Try to scale
    9 = Stay on bidside
    0 = Stay on offerside
    bid side
    A = No cross (cross is forbidden)
    B = OK to cross
    C = Call first
    D = Percent of volume "(indicates (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)"
    percentage)
    E = Do not increase - DNI
    F = Do not reduce - DNR
    G = All or none - AON
    H = Reinstate on System Failure system failure (mutually exclusive with Q)
    Q and l)
    I = Institutions only
    J = Reinstate on Trading Halt (mutually exclusive with K)
    K and m)
    K = Cancel on Trading Halt (mutually exclusive with L)
    J and m)
    L = Last peg (last sale)
    M = Mid-price peg (midprice of inside quote)
    N = Non-negotiable
    O = Opening peg
    P = Market peg
    Q = Cancel on System Failure system failure (mutually exclusive with H)
    H and l)
    R = Primary peg (primary market - buy at bid/sell at offer)
    S = Suspend
    T = Fixed Peg to Local best bid or offer at time of order
    U = Customer Display Instruction (Rule11Ac1-1/4)
    (Rule 11Ac1-1/4)
    V = Netting (for Forex)
    W = Peg to VWAP
    X = Trade Along
    Y = Try to To Stop
    Z = Cancel if Not Best
    not best
    a = Trailing Stop Peg
    b = Strict Limit (No Price Improvement)
    price improvement)
    c = Ignore Price Validity Checks
    d = Peg to Limit Price
    e = Work to Target Strategy
    f = Intermarket Sweep
    g = External Routing Allowed
    h = External Routing Not Allowed
    i = Imbalance Only
    j = Single execution requested for block trade
    k = Best Execution
    l = Suspend on system failure (mutually exclusive with H and Q)
    m = Suspend on Trading Halt (mutually exclusive with J and K)
    n = Reinstate on connection loss (mutually exclusive with o and p)
    o = Cancel on connection loss (mutually exclusive with n and p)
    p = Suspend on connection loss (mutually exclusive with n and o)
    q = Release from suspension (mutually exclusive with S)
    r = Execute as delta neutral using volatility provided
    s = Execute as duration neutral
    t = Execute as FX neutral
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [81] ProcessCode Values 0 = regular
    1 = soft dollar
    2 = step-in
    3 = step-out
    4 = soft-dollar step-in
    5 = soft-dollar step-out
    6 = plan sponsor
    0 = regular
    Regular
    1 = soft dollar
    Soft Dollar
    2 = step-in
    Step-In
    3 = step-out
    Step-Out
    4 = soft-dollar step-in
    Soft-dollar Step-In
    5 = soft-dollar step-out
    Soft-dollar Step-Out
    6 = plan sponsor
    Plan Sponsor
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [114] LocateReqd Values Y = Indicates the broker is responsible for locating the stock
    N = Indicates the broker is not required to locate
    N = Indicates the broker is not required to locate
    Y = Indicates the broker is responsible for locating the stock
    N = Indicates the broker is not required to locate
    [854] QtyType Values 0 = Units (shares, par, currency)
    1 = Contracts (if used - should specify ContractMultiplier (tag 231))
    0 = Units (shares, par, currency)
    1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
    2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
    [40] OrdType Values 1 = Market
    2 = Limit
    3 = Stop
    4 = Stop limit
    6 = With or without
    7 = Limit or better (Deprecated)
    8 = Limit with or without
    9 = On basis
    D = Previously quoted
    E = Previously indicated
    G = Forex - Swap
    I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for CIV)
    P = Pegged
    1 = Market
    2 = Limit
    3 = Stop
    Stop / Stop Loss
    4 = Stop limit
    Limit
    5 = Market On Close (No longer used)
    6 = With or without
    Or Without
    7 = Limit or better (Deprecated)
    Or Better
    8 = Limit with or without
    With Or Without
    9 = On basis
    Basis
    A = On Close (No longer used)
    B = Limit On Close (No longer used)
    C = Forex Market (No longer used)
    D = Previously quoted
    Quoted
    E = Previously indicated
    Indicated
    F = Forex Limit (No longer used)
    G = Forex - Swap
    H = Forex Previously Quoted (No longer used)
    I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
    P = Pegged
    Q = Counter-order selection
    [423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount (absolute value)
    4 = Discount – percentage points below par
    5 = Premium – percentage points over par
    6 = Spread
    7 = TED price
    8 = TED yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    1 = Percentage (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount amount (absolute value)
    4 = Discount - percentage points below par
    5 = Premium - percentage points over par
    6 = Spread
    Spread (basis points spread)
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    13 = Product ticks in halfs
    14 = Product ticks in fourths
    15 = Product ticks in eights
    16 = Product ticks in sixteenths
    17 = Product ticks in thirty-seconds
    18 = Product ticks in sixty-forths
    19 = Product ticks in one-twenty-eights
    [377] SolicitedFlag Values Y = Was solcitied
    N = Was not solicited
    Y = Was solcitied
    N = Was not solicited
    Y = Was solicited
    [59] TimeInForce Values 0 = Day (or session)
    1 = Good Till Cancel (GTC)
    2 = At the Opening (OPG)
    3 = Immediate or Cancel (IOC)
    4 = Fill or Kill (FOK)
    5 = Good Till Crossing (GTX)
    6 = Good Till Date
    7 = At the Close
    0 = Day (or session)
    1 = Good Till Cancel (GTC)
    2 = At the Opening (OPG)
    3 = Immediate or Or Cancel (IOC)
    4 = Fill or Or Kill (FOK)
    5 = Good Till Crossing (GTX)
    6 = Good Till Date
    Date (GTD)
    7 = At the Close
    8 = Good Through Crossing
    9 = At Crossing
    [427] GTBookingInst Values 0 = book out all trades on day of execution
    1 = accumulate executions until order is filled or expires
    2 = accumulate until verbally notified otherwise
    0 = book Book out all trades on day of execution
    1 = accumulate executions Accumulate exectuions until order forder is filled or expires
    2 = accumulate Accumulate until verbally verballly notified otherwise
    [528] OrderCapacity Values A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal includes Proprietary)
    R = Riskless Principal
    W = Agent for Other Member
    A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
    "Proprietary")
    R = Riskless Principal
    W = Agent for Other Member
    [529] OrderRestrictions Values 1 = Program Trade
    2 = Index Arbitrage
    3 = Non-Index Arbitrage
    4 = Competing Market Maker
    5 = Acting as Market Maker or Specialist in the security
    6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
    7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)
    8 = External Market Participant
    9 = External Inter-connected Market Linkage
    A = Riskless Arbitrage
    1 = Program Trade
    2 = Index Arbitrage
    3 = Non-Index Arbitrage
    4 = Competing Market Maker
    5 = Acting as Market Maker or Specialist in the security
    6 = Acting as Market Maker or of Specialist in the underlying security of a derivative security
    seucirty
    7 = Foreign Entity (of foreign governmnet government or regulatory jurisdiction)
    8 = External Market Participant
    9 = External Extneral Inter-connected Market Linkage
    A = Riskless Arbitrage
    B = Issuer Holding
    C = Issue Price Stabilization
    D = Non-algorithmic
    E = Algorithmic
    [121] ForexReq Values Y = Execute Forex after security trade
    N = Do not execute Forex after security trade
    N = Do Not Execute Forex After Security Trade
    Y = Execute Forex after security trade
    N = Do not execute Forex after security trade
    After Security Trade
    [775] BookingType Values 0 = Regular booking
    1 = CFD (Contract For Difference)
    2 = Total return swap
    0 = Regular booking
    1 = CFD (Contract For Difference)
    for difference)
    2 = Total return swap
    Return Swap
    [77] PositionEffect Values O = Open
    C = Close
    R = Rolled
    F = FIFO
    O = Open
    C = Close
    F = FIFO
    O = Open
    R = Rolled
    F N = FIFO
    Close but notify on open
    D = Default
    [837] PegLimitType Values 0 = Or better (default) - price improvement allowed
    1 = Strict – limit is a strict limit
    2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
    0 = Or better (default) - price improvement allowed
    1 = Strict - limit is a strict limit
    2 = Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)
    [838] PegRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
    2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
    1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell order round down to the nearest tick
    2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
    [388] DiscretionInst Values 0 = Related to displayed price
    1 = Related to market price
    2 = Related to primary price
    3 = Related to local primary price
    4 = Related to midpoint price
    5 = Related to last trade price
    6 = Related to VWAP
    0 = Related to displayed price
    1 = Related to market price
    2 = Related to primary price
    3 = Related to local primary price
    4 = Related to midpoint price
    5 = Related to last trade price
    6 = Related to VWAP
    7 = Average Price Guarantee
    [843] DiscretionLimitType Values 0 = Or better (default) - price improvement allowed
    1 = Strict – limit is a strict limit
    2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
    0 = Or better (default) - price improvement allowed
    1 = Strict - limit is a strict limit
    2 = Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)
    [844] DiscretionRoundDirection Values 1 = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick
    2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick
    1 = More aggressive - on a buy order round the price up round up to the nearest tick, tick; on a sell round down to the nearest tick
    2 = More passive - on a buy order round down to the nearest tick tick; on a sell order round up to the nearest tick
    [480] CancellationRights Values Y = Yes
    N = No – execution only
    M = No – waiver agreement
    O = No – institutional.
    Y = Yes
    N = No – execution only
    - Execution Only
    M = No – waiver - Waiver agreement
    O = No – institutional.
    - Institutional
    [481] MoneyLaunderingStatus Values Y = Passed
    N = Not checked
    1 = Exempt – Below The Limit
    2 = Exempt – Client Money Type Exemption
    3 = Exempt – Authorised Credit or Financial Institution.
    Y = Passed
    N = Not checked
    Checked
    1 = Exempt - Below The the Limit
    2 = Exempt - Client Money Type Exemption
    exemption
    3 = Exempt - Authorised Credit or Financial Institution.
    financial institution
    [563] MultiLegRptTypeReq Values 0 = Report by mulitleg security only (Do not report legs)
    1 = Report by multileg security and by instrument legs belonging to the multileg security.
    2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)
    0 = Report by mulitleg security only (Do (do not report legs)
    1 = Report by multileg security and by instrument legs belonging to the multileg security.
    security
    2 = Report by instrument legs belonging to the multileg security only (Do (do not report status of multileg security)

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1089] MatchIncrement (Optional)
    [1090] MaxPriceLevels (Optional)
    [1138] DisplayQty (Optional)
    [1082] SecondaryDisplayQty (Optional)
    [1083] DisplayWhen (Optional)
    [1084] DisplayMethod (Optional)
    [1085] DisplayLowQty (Optional)
    [1086] DisplayHighQty (Optional)
    [1087] DisplayMinIncr (Optional)
    [1088] RefreshQty (Optional)
    [1133] ExDestinationIDSource (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1069] SwapPoints (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [1366] LegAllocID (Optional)
    [1367] LegAllocSettlCurrency (Optional)
    [685] LegOrderQty (Optional)
    [1379] LegVolatility (Optional)
    [1381] LegDividendYield (Optional)
    [1383] LegCurrencyRatio (Optional)
    [1384] LegExecInst (Optional)
    [1377] MultilegModel (Optional)
    [1378] MultilegPriceMethod (Optional)
    [1092] PriceProtectionScope (Optional)
    [1100] TriggerType (Optional)
    [1101] TriggerAction (Optional)
    [1102] TriggerPrice (Optional)
    [1103] TriggerSymbol (Optional)
    [1104] TriggerSecurityID (Optional)
    [1105] TriggerSecurityIDSource (Optional)
    [1106] TriggerSecurityDesc (Optional)
    [1107] TriggerPriceType (Optional)
    [1108] TriggerPriceTypeScope (Optional)
    [1109] TriggerPriceDirection (Optional)
    [1110] TriggerNewPrice (Optional)
    [1111] TriggerOrderType (Optional)
    [1112] TriggerNewQty (Optional)
    [1113] TriggerTradingSessionID (Optional)
    [1114] TriggerTradingSessionSubID (Optional)
    [1091] PreTradeAnonymity (Optional)
    [1094] PegPriceType (Optional)
    [1096] PegSecurityIDSource (Optional)
    [1097] PegSecurityID (Optional)
    [1098] PegSymbol (Optional)
    [1099] PegSecurityDesc (Optional)
    [957] NoStrategyParameters (Optional)
    [958] StrategyParameterName (Optional)
    [959] StrategyParameterType (Optional)
    [960] StrategyParameterValue (Optional)
    [1190] RiskFreeRate (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in the execution of the trade. The Trade Capture Reporting allows sell-side firms (broker, exchange, ECN) to provide timely reporting of completed trades to an external entity not involved in Report can be used to:Request one or more trade capture reports based upon selection criteria provided on the execution of trade capture report requestSubscribe for trade capture reports based upon selection criteria provided on the trade.trade capture report request.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [569] TradeRequestType Values 0 = All trades
    1 = Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)
    2 = Unmatched trades that match criteria
    3 = Unreported trades that match criteria
    4 = Advisories that match criteria
    0 = All trades
    Trades
    1 = Matched trades matching Criteria criteria provided on request (parties, exec id, trade id, order id, instrument, input source, (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
    2 = Unmatched trades that match criteria
    3 = Unreported trades that match criteria
    4 = Advisories that match criteria
    [150] ExecType Values 0 = New
    3 = Done for day
    4 = Canceled
    5 = Replace
    6 = Pending Cancel (e.g. result of Order Cancel Request)
    7 = Stopped
    8 = Rejected
    9 = Suspended
    A = Pending New
    B = Calculated
    C = Expired
    D = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)
    E = Pending Replace (e.g. result of Order Cancel/Replace Request)
    F = Trade (partial fill or fill)
    G = Trade Correct (formerly an ExecTransType (20))
    H = Trade Cancel (formerly an ExecTransType)
    I = Order Status (formerly an ExecTransType)
    0 = New
    3 = Done for day
    4 = Canceled
    5 = Replace
    Replaced
    6 = Pending Cancel (e.g. result of Order Cancel Request)
    7 = Stopped
    8 = Rejected
    9 = Suspended
    A = Pending New
    B = Calculated
    C = Expired
    D = Restated (ExecutionRpt (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set)
    E = Pending Replace (e.g. result of Order Cancel/Replace Request)
    F = Trade (partial fill or fill)
    G = Trade Correct (formerly an ExecTransType (20))
    Correct
    H = Trade Cancel (formerly an ExecTransType)
    Cancel
    I = Order Status (formerly an ExecTransType)
    Status
    J = Trade in a Clearing Hold
    K = Trade has been released to Clearing
    L = Triggered or Activated by System
    [573] MatchStatus Values 0 = compared, matched or affirmed
    1 = uncompared, unmatched, or unaffirmed
    2 = advisory or alert
    0 = compared, Compared, matched or affirmed
    1 = uncompared, Uncompared, unmatched, or unaffirmed
    unaffired
    2 = advisory Advisory or alert
    [828] TrdType Values 0 = Regular Trade
    1 = Block Trade
    2 = EFP (Exchange for Physical)
    3 = Transfer
    4 = Late Trade
    5 = T Trade
    6 = Weighted Average Price Trade
    7 = Bunched Trade
    8 = Late Bunched Trade
    9 = Prior Reference Price Trade
    10 = After Hours Trade
    0 = Regular Trade
    1 = Block Trade
    2 = EFP (Exchange for Physical)
    physical)
    3 = Transfer
    4 = Late Trade
    5 = T Trade
    6 = Weighted Average Price Trade
    7 = Bunched Trade
    8 = Late Bunched Trade
    9 = Prior Reference Price Trade
    10 = After Hours Trade
    11 = Exchange for Risk (EFR)
    12 = Exchange for Swap (EFS )
    13 = Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini)
    14 = Exchange of Options for Options (EOO)
    15 = Trading at Settlement
    16 = All or None
    17 = Futures Large Order Execution
    18 = Exchange of Futures for Futures (external market) (EFF)
    19 = Option Interim Trade
    20 = Option Cabinet Trade
    22 = Privately Negotiated Trades
    23 = Substitution of Futures for Forwards
    48 = Non-standard settlement
    49 = Derivative Related Transaction
    50 = Portfolio Trade
    51 = Volume Weighted Average Trade
    52 = Exchange Granted Trade
    53 = Repurchase Agreement
    54 = OTC
    55 = Exchange Basis Facility (EBF)
    24 = Error trade
    25 = Special cum dividend (CD)
    26 = Special ex dividend (XD)
    27 = Special cum coupon (CC)
    28 = Special ex coupon (XC)
    29 = Cash settlement (CS)
    30 = Special price (usually net- or all-in price) (SP)
    31 = Guaranteed delivery (GD)
    32 = Special cum rights (CR)
    33 = Special ex rights (XR)
    34 = Special cum capital repayments (CP)
    35 = Special ex capital repayments (XP)
    36 = Special cum bonus (CB)
    37 = Special ex bonus (XB)
    38 = Block trade (same as large trade)
    39 = Worked principal trade (UK-specific)
    40 = Block Trades - after market
    41 = Name change
    42 = Portfolio transfer
    43 = Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price
    44 = Prorogation sell - see prorogation buy
    45 = Option exercise
    46 = Delta neutral transaction
    47 = Financing transaction (includes repo and stock lending)
    [829] TrdSubType Values 0 = CMTA
    1 = Internal transfer or adjustment
    2 = External transfer or transfer of account
    3 = Reject for submitting side
    4 = Advisory for contra side
    5 = Offset due to an allocation
    6 = Onset dut to an allocation
    7 = Differential spread
    8 = Implied spread leg executed against an outright
    9 = Transaction from exercise
    10 = Transaction from assignment
    11 = ACATS
    33 = Off Hours Trade
    34 = On Hours Trade
    35 = OTC Quote
    36 = Converted SWAP
    14 = AI (Automated input facility disabled in response to an exchange request.)
    15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)
    16 = K (Transaction using block trade facility.)
    17 = LC (Correction submitted more than three days after publication of the original trade report.)
    18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)
    19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
    20 = NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
    21 = NR (Non-risk transaction in a SEATS security other than an AIM security)
    22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
    23 = PA (Protected transaction notification)
    24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
    25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)
    26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
    27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
    28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
    29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
    30 = T (If reporting a single protected transaction)
    31 = WN (Worked principal notification for a single order book security)
    32 = WT (Worked principal transaction (other than a portfolio transaction))
    37 = Crossed Trade (X)
    38 = Interim Protected Trade (I)
    39 = Large in Scale (L)
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [668] DeliveryForm Values 1 = BookEntry
    2 = Bearer
    1 = BookEntry
    Book Entry (default)
    2 = Bearer
    [871] InstrAttribType Values 1 = Flat (securities pay interest on a current basis but are traded without interest)
    2 = Zero coupon
    3 = Interest bearing (for Euro commercial paper when not issued at discount)
    4 = No periodic payments
    5 = Variable rate
    6 = Less fee for put
    7 = Stepped coupon
    8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
    9 = When [and if] issued
    10 = Original issue discount
    11 = Callable, puttable
    12 = Escrowed to Maturity
    13 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field
    14 = Prerefunded
    15 = In default
    16 = Unrated
    17 = Taxable
    18 = Indexed
    19 = Subject to Alternative Minimum Tax
    20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
    21 = Callable below maturity value
    22 = Callable without notice by mail to holder unless registered
    99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
    1 = Flat (securities pay interest on a current basis but are traded without interest)
    2 = Zero coupon
    3 = Interest bearing (for Euro commercial paper when not issued at discount)
    4 = No periodic payments
    5 = Variable rate
    6 = Less fee for put
    7 = Stepped coupon
    8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field
    field.
    9 = When [and if] issued
    10 = Original issue discount
    11 = Callable, puttable
    12 = Escrowed to Maturity
    13 = Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field
    14 = Prerefunded
    Pre-refunded
    15 = In default
    16 = Unrated
    17 = Taxable
    18 = Indexed
    19 = Subject to To Alternative Minimum Tax
    20 = Original issue discount price. Supply price in the InstrAttribValue (872) field
    21 = Callable below maturity value
    22 = Callable without notice by mail to holder unless registered
    23 = Price tick rules for security.
    24 = Trade type eligibility details for security.
    25 = Instrument Denominator
    26 = Instrument Numerator
    27 = Instrument Price Precision
    28 = Instrument Strike Price
    29 = Tradeable Indicator
    99 = Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field
    field.
    [919] DeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
    1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    0 = "Versus. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
    1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [442] MultiLegReportingType Values 1 = Single Security (default if not specified)
    2 = Individual leg of a multi-leg security
    3 = Multi-leg security
    1 = Single Security (default security (defualt if not specified)
    2 = Individual leg of a multi-leg multi=leg security
    3 = Multi-leg security
    [725] ResponseTransportType Values 0 = Inband: transport the request was sent over (Default)
    1 = Out-of-Band: pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties. Details specified via ResponseDestination (726).
    0 = Inband: Inband - transport the request was sent over (Default)
    (default)
    1 = Out-of-Band: Out of Band - pre-arranged out of band out-of-band delivery mechanism mechanizm (i.e. FTP, HTTP, NDM, etc) etc.) between counterparties. Details specified via ResponseDestination (726).

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1003] TradeID (Optional)
    [1040] SecondaryTradeID (Optional)
    [1041] FirmTradeID (Optional)
    [1042] SecondaryFirmTradeID (Optional)
    [1123] TradeHandlingInstr (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)
    [779] LastUpdateTime (Optional)
    [1011] MessageEventSource (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [585] MassStatusReqType Values 1 = Status for orders for a security
    2 = Status for orders for an Underlying security
    3 = Status for orders for a Product
    4 = Status for orders for a CFICode
    5 = Status for orders for a SecurityType
    6 = Status for orders for a trading session
    7 = Status for all orders
    8 = Status for orders for a PartyID
    1 = Status for orders for a security
    Security
    2 = Status for orders for an Underlying security
    Security
    3 = Status for orders for a Product
    4 = Status for orders for a CFICode
    5 = Status for orders for a SecurityType
    6 = Status for orders for a trading session
    7 = Status for all orders
    8 = Status for orders for a PartyID
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [658] QuoteRequestRejectReason Values 1 = Unknown symbol (Security)
    2 = Exchange (Security) closed
    3 = Quote Request exceeds limit
    4 = Too late to enter
    5 = Invalid price
    6 = Not authorized to request quote
    7 = No match for inquiry
    8 = No market for instrument
    9 = No inventory
    10 = Pass
    99 = Other
    1 = Unknown symbol Symbol (Security)
    2 = Exchange (Security) closed
    Closed
    3 = Quote Request exceeds limit
    Exceeds Limit
    4 = Too late Late to enter
    5 = Invalid price
    Price
    6 = Not authorized to request quote
    Authorized To Request Quote
    7 = No match for inquiry
    Match For Inquiry
    8 = No market for instrument
    Market For Instrument
    9 = No inventory
    Inventory
    10 = Pass
    11 = Insufficient credit
    99 = Other
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [919] DeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
    1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    0 = "Versus. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
    1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    [537] QuoteType Values 0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    (tradeable)
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [854] QtyType Values 0 = Units (shares, par, currency)
    1 = Contracts (if used - should specify ContractMultiplier (tag 231))
    0 = Units (shares, par, currency)
    1 = Contracts (if used - should must specify ContractMultiplier (tag 231))
    2 = Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997))
    [63] SettlType Values 0 = Regular
    1 = Cash
    2 = Next Day (T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    0 = Regular
    Regular / FX Spot settlement (T+1 or T+2 depending on currency)
    1 = Cash
    Cash (TOD / T+0)
    2 = Next Day (T+1)
    (TOM / T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    T+5
    B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
    C = FX Spot Next settlement (Spot+1, aka next day)
    [233] StipulationType Values AMT = AMT (y/n)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    BGNCON = Bargain Conditions– see (234) for values
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    INSURED = Insured (y/n)
    ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Pieces
    PMAX = Pools Maximum
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    SECTOR = Market sector
    SECTYPE = SecurityType included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: value in percent (exact or range)
    WALA = Weighted Average Loan Age: value in months (exact or range)
    WAM = Weighted Average Maturity : value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    YIELD = Yield range
    AMT = AMT (y/n)
    Alternative Minimum Tax (Y/N)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    (Y/N)
    BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
    values)
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    Code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    Discount
    INSURED = Insured (y/n)
    (Y/N)
    ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s Issuer's ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    Days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and And Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    MININCR = Minimum increment
    MINQTY = Minimum quantity
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Of Pieces
    PMAX = Pools Maximum
    PPL = Pools per Lot
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    Range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    (Y/N)
    SECTOR = Market sector
    Sector
    SECTYPE = SecurityType Security Type included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    Text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
    WALA = Weighted Average Loan Age: Age - value in months (exact or range)
    WAM = Weighted Average Maturity : - value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    (Y/N)
    YIELD = Yield range
    Range
    AVFICO = Average FICO Score
    AVSIZE = Average Loan Size
    MAXBAL = Maximum Loan Balance
    POOL = Pool Identifier
    ROLLTYPE = Type of Roll trade
    REFTRADE = reference to rolling or closing trade
    REFPRIN = principal of rolling or closing trade
    REFINT = interest of rolling or closing trade
    AVAILQTY = Available offer quantity to be shown to the street
    BROKERCRED = Broker's sales credit
    INTERNALPX = Offer price to be shown to internal brokers
    INTERNALQT = Offer quantity to be shown to internal brokers
    LEAVEQTY = The minimum residual offer quantity
    MAXORDQTY = Maximum order size
    ORDRINCR = Order quantity increment
    PRIMARY = Primary or Secondary market indicator
    SALESCREDI = Broker sales credit override
    TRADERCRED = Trader's credit
    DISCOUNT = Discount Rate (when price is denominated in percent of par)
    YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
    ABS = Absolute Prepayment Speed
    CPP = Constant Prepayment Penalty
    CPR = Constant Prepayment Rate
    CPY = Constant Prepayment Yield
    HEP = final CPR of Home Equity Prepayment Curve
    MHP = Percent of Manufactured Housing Prepayment Curve
    MPR = Monthly Prepayment Rate
    PPC = Percent of Prospectus Prepayment Curve
    PSA = Percent of BMA Prepayment Curve
    SMM = Single Monthly Mortality
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [581] AccountType Values 1 = Account is carried on customer Side of Books
    2 = Account is carried on non-Customer Side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account (JBO)
    1 = Account is carried on customer Side side of Books
    the books
    2 = Account is carried on non-Customer Side non-customer side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account back office account (JBO)
    [692] QuotePriceType Values 1 = percent (percent of par)
    2 = per share (e.g. cents per share)
    3 = fixed amount (absolute value)
    4 = discount – percentage points below par
    5 = premium – percentage points over par
    6 = basis points relative to benchmark
    7 = TED price
    8 = TED yield
    9 = Yield spread (swaps)
    10 = Yield
    1 = percent Percent (percent of par)
    2 = per share Per Share (e.g. cents per share)
    3 = fixed amount Fixed Amount (absolute value)
    4 = discount – Discount - percentage points below par
    5 = premium – Premium - percentage points over par
    6 = Spread - basis points relative to benchmark
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield spread Spread (swaps)
    10 = Yield
    [40] OrdType Values 1 = Market
    2 = Limit
    3 = Stop
    4 = Stop limit
    6 = With or without
    7 = Limit or better (Deprecated)
    8 = Limit with or without
    9 = On basis
    D = Previously quoted
    E = Previously indicated
    G = Forex - Swap
    I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for CIV)
    P = Pegged
    1 = Market
    2 = Limit
    3 = Stop
    Stop / Stop Loss
    4 = Stop limit
    Limit
    5 = Market On Close (No longer used)
    6 = With or without
    Or Without
    7 = Limit or better (Deprecated)
    Or Better
    8 = Limit with or without
    With Or Without
    9 = On basis
    Basis
    A = On Close (No longer used)
    B = Limit On Close (No longer used)
    C = Forex Market (No longer used)
    D = Previously quoted
    Quoted
    E = Previously indicated
    Indicated
    F = Forex Limit (No longer used)
    G = Forex - Swap
    H = Forex Previously Quoted (No longer used)
    I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
    P = Pegged
    Q = Counter-order selection
    [221] BenchmarkCurveName Values EONIA = EONIA
    EUREPO = EUREPO
    Euribor = Euribor
    FutureSWAP = FutureSWAP
    LIBID = LIBID
    LIBOR = LIBOR (London Inter-Bank Offer)
    MuniAAA = MuniAAA
    OTHER = OTHER
    Pfandbrief = Pfandbriefe
    SONIA = SONIA
    SWAP = SWAP
    Treasury = Treasury
    [423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount (absolute value)
    4 = Discount – percentage points below par
    5 = Premium – percentage points over par
    6 = Spread
    7 = TED price
    8 = TED yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    1 = Percentage (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount amount (absolute value)
    4 = Discount - percentage points below par
    5 = Premium - percentage points over par
    6 = Spread
    Spread (basis points spread)
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    13 = Product ticks in halfs
    14 = Product ticks in fourths
    15 = Product ticks in eights
    16 = Product ticks in sixteenths
    17 = Product ticks in thirty-seconds
    18 = Product ticks in sixty-forths
    19 = Product ticks in one-twenty-eights
    [235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 = Yield Value Of 1/32
    WORST = Yield To Worst
    AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Avg Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GOVTEQUIV = Gvnt Equivalent Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent
    Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To to Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    PUT = Yield to Next Put
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 VALUE1_32 = Yield Value Of 1/32
    WORST = Yield To Worst
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1171] PrivateQuote (Optional)
    [1172] RespondentType (Optional)
    [1091] PreTradeAnonymity (Optional)
    [1116] NoRootPartyIDs (Optional)
    [1117] RootPartyID (Optional)
    [1118] RootPartyIDSource (Optional)
    [1119] RootPartyRole (Optional)
    [1120] NoRootPartySubIDs (Optional)
    [1121] RootPartySubID (Optional)
    [1122] RootPartySubIDType (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)
    [685] LegOrderQty (Optional)
    [654] LegRefID (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [537] QuoteType Values 0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    (tradeable)
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [453] NoPartyIDs (Optional)
    [448] PartyID (Optional)
    [447] PartyIDSource (Optional)
    [452] PartyRole (Optional)
    [802] NoPartySubIDs (Optional)
    [523] PartySubID (Optional)
    [803] PartySubIDType (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)
    [1191] PriceUnitOfMeasure (Optional)
    [970] PositionLimit (Optional)
    [971] NTPositionLimit (Optional)
    [1184] SecurityXMLLen (Optional)
    [1185] SecurityXML (Optional)
    [1186] SecurityXMLSchema (Optional)
    [1145] EventTime (Optional)
    [1018] NoInstrumentParties (Optional)
    [1019] InstrumentPartyID (Optional)
    [1050] InstrumentPartyIDSource (Optional)
    [1051] InstrumentPartyRole (Optional)
    [1052] NoInstrumentPartySubIDs (Optional)
    [1053] InstrumentPartySubID (Optional)
    [1054] InstrumentPartySubIDType (Optional)
    [1213] UnderlyingMaturityTime (Optional)
    [998] UnderlyingUnitOfMeasure (Optional)
    [1423] UnderlyingUnitOfMeasureQty (Optional)
    [1424] UnderlyingPriceUnitOfMeasure (Optional)
    [1425] UnderlyingPriceUnitOfMeasureQty (Optional)
    [1000] UnderlyingTimeUnit (Optional)
    [1419] UnderlyingExerciseStyle (Optional)
    [972] UnderlyingAllocationPercent (Optional)
    [975] UnderlyingSettlementType (Optional)
    [973] UnderlyingCashAmount (Optional)
    [974] UnderlyingCashType (Optional)
    [1044] UnderlyingAdjustedQuantity (Optional)
    [1045] UnderlyingFXRate (Optional)
    [1046] UnderlyingFXRateCalc (Optional)
    [1038] UnderlyingCapValue (Optional)
    [1058] NoUndlyInstrumentParties (Optional)
    [1059] UndlyInstrumentPartyID (Optional)
    [1060] UndlyInstrumentPartyIDSource (Optional)
    [1061] UndlyInstrumentPartyRole (Optional)
    [1062] NoUndlyInstrumentPartySubIDs (Optional)
    [1063] UndlyInstrumentPartySubID (Optional)
    [1064] UndlyInstrumentPartySubIDType (Optional)
    [1039] UnderlyingSettlMethod (Optional)
    [1212] LegMaturityTime (Optional)
    [999] LegUnitOfMeasure (Optional)
    [1224] LegUnitOfMeasureQty (Optional)
    [1421] LegPriceUnitOfMeasure (Optional)
    [1422] LegPriceUnitOfMeasureQty (Optional)
    [1001] LegTimeUnit (Optional)
    [1420] LegExerciseStyle (Optional)
    [1358] LegPutOrCall (Optional)
    [1017] LegOptionRatio (Optional)
    [566] LegPrice (Optional)
    [1171] PrivateQuote (Optional)

    Message-Level Differences

    Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    Intro The Quote Response message is used to respond to a IOI message or Quote message. The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog.

    Field-Level Differences

    Field Attribute FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata [Final Text] FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original [Blacklined]
    [694] QuoteRespType Values 1 = Hit/Lift
    2 = Counter
    3 = Expired
    4 = Cover
    5 = Done Away
    6 = Pass
    1 = Hit/Lift
    2 = Counter
    3 = Expired
    4 = Cover
    5 = Done Away
    6 = Pass
    7 = End Trade
    8 = Timed Out
    [528] OrderCapacity Values A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal includes Proprietary)
    R = Riskless Principal
    W = Agent for Other Member
    A = Agency
    G = Proprietary
    I = Individual
    P = Principal (Note for CMS purposes, Principal "Principal" includes Proprietary)
    "Proprietary")
    R = Riskless Principal
    W = Agent for Other Member
    [537] QuoteType Values 0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    0 = Indicative
    1 = Tradeable
    2 = Restricted Tradeable
    3 = Counter (tradable)
    (tradeable)
    [447] PartyIDSource Values B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer or Tax ID Number
    9 = Australian Business Number
    A = Australian Tax File Number
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII/FID
    3 = Taiwanese Trading Acct
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese Investor ID
    I = Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
    B = BIC (Bank Identification Code—Swift Code - SWIFT managed) code (ISO 9362 (ISO9362 - See "Appendix 6-B")
    C = Generally accepted market participant identifier (e.g. NASD mnemonic)
    D = Proprietary/Custom Proprietary / Custom code
    E = ISO Country Code
    F = Settlement Entity Location (note if Local Market Settlement use "E = ISO "E=ISO Country Code") (see "Appendix 6-G" for valid values)
    G = MIC (ISO 10383 - Market Identifier Identificer Code) (See "Appendix 6-C")
    H = CSD participant/member code (e.g. g.. Euroclear, DTC, CREST or Kassenverein number)
    1 = Korean Investor ID
    2 = Taiwanese Qualified Foreign Investor ID QFII / FID
    3 = Taiwanese Trading Account
    4 = Malaysian Central Depository (MCD) number
    5 = Chinese B Share (Shezhen and Shanghai)
    6 = UK National Insurance or Pension Number
    7 = US Social Security Number
    8 = US Employer Identification Number
    9 = Australian Business Number
    A = Australian Tax File Number
    I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document
    [452] PartyRole Values 1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Firm (for short-sales)
    9 = Fund manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    37 = Contra Trader
    38 = Position Account
    1 = Executing Firm (formerly FIX 4.2 ExecBroker)
    2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
    3 = Client ID (formerly FIX 4.2 ClientID)
    4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)
    5 = Investor ID
    6 = Introducing Firm
    7 = Entering Firm
    8 = Locate/Lending Locate / Lending Firm (for short-sales)
    9 = Fund manager Manager Client ID (for CIV)
    10 = Settlement Location (formerly FIX 4.2 SettlLocation)
    11 = Order Origination Trader (associated with Order Origination Firm - i.e.g. trader who initiates/submits the order)
    12 = Executing Trader (associated with Executing Firm - actually executes)
    13 = Order Origination Firm (e.g. buyside buy-side firm)
    14 = Giveup Clearing Firm (firm to which trade is given up)
    15 = Correspondant Clearing Firm
    16 = Executing System
    17 = Contra Firm
    18 = Contra Clearing Firm
    19 = Sponsoring Firm
    20 = Underlying Contra Firm
    21 = Clearing Organization
    22 = Exchange
    24 = Customer Account
    25 = Correspondent Clearing Organization
    26 = Correspondent Broker
    27 = Buyer/Seller (Receiver/Deliverer)
    28 = Custodian
    29 = Intermediary
    30 = Agent
    31 = Sub custodian
    Sub-custodian
    32 = Beneficiary
    33 = Interested party
    34 = Regulatory body
    35 = Liquidity provider
    36 = Entering Trader
    trader
    37 = Contra Trader
    trader
    38 = Position account
    39 = Contra Investor ID
    40 = Transfer to Firm
    41 = Contra
    Position Account
    42 = Contra Exchange
    43 = Internal Carry Account
    44 = Order Entry Operator ID
    45 = Secondary Account Number
    46 = Foriegn Firm
    47 = Third Party Allocation Firm
    48 = Claiming Account
    49 = Asset Manager
    50 = Pledgor Account
    51 = Pledgee Account
    52 = Large Trader Reportable Account
    53 = Trader mnemonic
    54 = Sender Location
    55 = Session ID
    56 = Acceptable Counterparty
    57 = Unacceptable Counterparty
    58 = Entering Unit
    59 = Executing Unit
    60 = Introducing Broker
    61 = Quote originator
    62 = Report originator
    63 = Systematic internaliser (SI)
    64 = Multilateral Trading Facility (MTF)
    65 = Regulated Market (RM)
    66 = Market Maker
    67 = Investment Firm
    68 = Host Competent Authority (Host CA)
    69 = Home Competent Authority (Home CA)
    70 = Competent Authority of the most relevant market in terms of liquidity (CAL)
    71 = Competent Authority of the Transaction (Execution) Venue (CATV)
    72 = Reporting intermediary (medium/vendor via which report has been published)
    73 = Execution Venue
    74 = Market data entry originator
    75 = Location ID
    76 = Desk ID
    77 = Market data market
    78 = Allocation Entity
    79 = Prime Broker providing General Trade Services
    80 = Step-Out Firm (Prime Broker)
    81 = BrokerClearingID
    [803] PartySubIDType Values 1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    18 = Registered address
    19 = Fund/account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    26 = Position Account Type
    1 = Firm
    2 = Person
    3 = System
    4 = Application
    5 = Full legal name of firm
    6 = Postal address (inclusive of street address, location, and postal code)
    address
    7 = Phone number
    8 = Email address
    9 = Contact name
    10 = Securities account number (for settlement instructions)
    11 = Registration number (for settlement instructions and confirmations)
    12 = Registered address (for confirmation purposes)
    13 = Regulatory status (for confirmation purposes)
    14 = Registration name (for settlement instructions)
    15 = Cash account number (for settlement instructions)
    16 = BIC
    17 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)
    participant member code
    18 = Registered address
    19 = Fund/account Fund account name
    20 = Telex number
    21 = Fax number
    22 = Securities account name
    23 = Cash account name
    24 = Department
    25 = Location / Desk
    desk
    26 = Position Account Type
    account type
    27 = Security locate ID
    28 = Market maker
    29 = Eligible counterparty
    30 = Professional client
    31 = Location
    32 = Execution venue
    33 = Currency delivery identifier
    [336] TradingSessionID Values 1 = Day
    2 = HalfDay
    3 = Morning
    4 = Afternoon
    5 = Evening
    6 = After-hours
    [625] TradingSessionSubID Values 1 = Pre-Trading
    2 = Opening or opening auction
    3 = (Continuous) Trading
    4 = Closing or closing auction
    5 = Post-Trading
    6 = Intraday Auction
    7 = Quiescent
    [65] SymbolSfx Values CD = EUCP with lump-sum interest rather than discount price
    WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
    [22] SecurityIDSource Values 1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    J = Options Price Reporting Authority
    1 = CUSIP
    2 = SEDOL
    3 = QUIK
    4 = ISIN number
    5 = RIC code
    6 = ISO Currency Code
    7 = ISO Country Code
    8 = Exchange Symbol
    9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)
    A = Bloomberg Symbol
    B = Wertpapier
    C = Dutch
    D = Valoren
    E = Sicovam
    F = Belgian
    G = "Common" (Clearstream and Euroclear)
    H = Clearing House / Clearing Organization
    I = ISDA/FpML Product Specification
    Specification (XML in EncodedSecurityDesc)
    J = Options Option Price Reporting Authority
    K = ISDA/FpML Product URL (URL in SecurityID)
    L = Letter of Credit
    M = Marketplace-assigned Identifier
    [167] SecurityType Values FUT = Future
    OPT = Option
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Credit
    SWING = Swing Line Facility
    DINP = Debtor in Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BN = Bank Notes
    BOX = Bill of Exchanges
    CD = Certificate of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    TD = Time Deposit
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Deposit
    ABS = Asset-backed Securities
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Announced
    AN = Other Anticipation Notes BAN, GAN, etc.
    COFO = Certificate of Obligation
    COFP = Certificate of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    NONE = No Security Type
    FUT UST = Future
    OPT
    US Treasury Note (Deprecated Value Use TNOTE)
    USTB
    = Option
    US Treasury Bill (Deprecated Value Use TBILL)
    EUSUPRA = Euro Supranational Coupons *
    FAC = Federal Agency Coupon
    FADN = Federal Agency Discount Note
    PEF = Private Export Funding *
    SUPRA = USD Supranational Coupons *
    CORP = Corporate Bond
    CPP = Corporate Private Placement
    CB = Convertible Bond
    DUAL = Dual Currency
    EUCORP = Euro Corporate Bond
    EUFRN = Euro Corporate Floating Rate Notes
    FRN = US Corporate Floating Rate Notes
    XLINKD = Indexed Linked
    STRUCT = Structured Notes
    YANK = Yankee Corporate Bond
    FOR = Foreign Exchange Contract
    CDS = Credit Default Swap
    FUT = Future
    OPT = Option
    OOF = Options on Futures
    OOP = Options on Physical - use not recommended
    IRS = Interest Rate Swap
    OOC = Options on Combo
    CS = Common Stock
    PS = Preferred Stock
    BRADY = Brady Bond
    EUSOV = Euro Sovereigns *
    TBOND = US Treasury Bond
    TINT = Interest strip from any bond or note
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal strip of a callable bond or note
    TPRN = Principal strip from a non-callable bond or note
    UST = US Treasury Note (deprecated value, use "TNOTE")
    USTB = US Treasury Bill (deprecated value, use "TBILL")
    TNOTE = US Treasury Note
    TBILL = US Treasury Bill
    REPO = Repurchase
    FORWARD = Forward
    BUYSELL = Buy Sellback
    SECLOAN = Securities Loan
    SECPLEDGE = Securities Pledge
    BRADY = Brady Bond
    CAN = Canadian Treasury Notes
    CTB = Canadian Treasury Bills
    EUSOV = Euro Sovereigns *
    PROV = Canadian Provincial Bonds
    TB = Treasury Bill - non US
    TBOND = US Treasury Bond
    TINT = Interest Strip From Any Bond Or Note
    TBILL = US Treasury Bill
    TIPS = Treasury Inflation Protected Securities
    TCAL = Principal Strip Of A Callable Bond Or Note
    TPRN = Principal Strip From A Non-Callable Bond Or Note
    TNOTE = US Treasury Note
    TERM = Term Loan
    RVLV = Revolver Loan
    RVLVTRM = Revolver/Term Loan
    BRIDGE = Bridge Loan
    LOFC = Letter of Of Credit
    SWING = Swing Line Facility
    DINP = Debtor in In Possession
    DEFLTED = Defaulted
    WITHDRN = Withdrawn
    REPLACD = Replaced
    MATURED = Matured
    AMENDED = Amended & Restated
    RETIRED = Retired
    BA = Bankers Acceptance
    BDN = Bank Depository Note
    BN = Bank Notes
    BOX = Bill of Of Exchanges
    CAMM = Canadian Money Markets
    CD = Certificate of Of Deposit
    CL = Call Loans
    CP = Commercial Paper
    DN = Deposit Notes
    EUCD = Euro Certificate of Of Deposit
    EUCP = Euro Commercial Paper
    LQN = Liquidity Note
    MTN = Medium Term Notes
    ONITE = Overnight
    PN = Promissory Note
    PZFJ = Plazos Fijos
    STN = Short Term Loan Note
    PZFJ = Plazos Fijos
    SLQN = Secured Liquidity Note
    TD = Time Deposit
    TLQN = Term Liquidity Note
    XCN = Extended Comm Note
    YCD = Yankee Certificate of Of Deposit
    ABS = Asset-backed Securities
    CMB = Canadian Mortgage Bonds
    CMBS = Corp. Mortgage-backed Securities
    CMO = Collateralized Mortgage Obligation
    IET = IOETTE Mortgage
    MBS = Mortgage-backed Securities
    MIO = Mortgage Interest Only
    MPO = Mortgage Principal Only
    MPP = Mortgage Private Placement
    MPT = Miscellaneous Pass-through
    PFAND = Pfandbriefe *
    TBA = To be Be Announced
    AN = Other Anticipation Notes BAN, (BAN, GAN, etc.
    )
    COFO = Certificate of Of Obligation
    COFP = Certificate of Of Participation
    GO = General Obligation Bonds
    MT = Mandatory Tender
    RAN = Revenue Anticipation Note
    REV = Revenue Bonds
    SPCLA = Special Assessment
    SPCLO = Special Obligation
    SPCLT = Special Tax
    TAN = Tax Anticipation Note
    TAXA = Tax Allocation
    TECP = Tax Exempt Commercial Paper
    TMCP = Taxable Municipal CP
    TRAN = Tax & Revenue Anticipation Note
    VRDN = Variable Rate Demand Note
    WAR = Warrant
    MF = Mutual Fund (i.e. any kind of open-ended "Collective Investment Vehicle")
    Fund
    MLEG = Multi-leg instrument (e.g. options strategy or futures spread. CFICode (461) can be used to identify if options-based, futures-based, etc.)
    Multileg Instrument
    NONE = No Security Type
    ? = Wildcard entry for use on Security Definition Request
    CASH = Cash
    [865] EventType Values 1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    99 = Other
    1 = Put
    2 = Call
    3 = Tender
    4 = Sinking Fund Call
    5 = Activation
    6 = Inactiviation
    7 = Last Eligible Trade Date
    8 = Swap Start Date
    9 = Swap End Date
    10 = Swap Roll Date
    11 = Swap Next Start Date
    12 = Swap Next Roll Date
    13 = First Delivery Date
    14 = Last Delivery Date
    15 = Initial Inventory Due Date
    16 = Final Inventory Due Date
    17 = First Intent Date
    18 = Last Intent Date
    19 = Position Removal Date
    99 = Other
    [919] DeliveryType Values 0 = "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment
    1 = "Free": Deliver (if Sell) or Receive (if Buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    0 = "Versus. "Versus Payment": Deliver (if Sell) sell) or Receive (if Buy) buy) vs. (Against) (against) Payment
    1 = "Free": Deliver (if Sell) sell) or Receive (if Buy) buy) Free
    2 = Tri-Party
    3 = Hold In Custody
    [54] Side Values 1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    1 = Buy
    2 = Sell
    3 = Buy minus
    4 = Sell plus
    5 = Sell short
    6 = Sell short exempt
    7 = Undisclosed (valid for IOI and List Order messages only)
    8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
    9 = Cross short
    A = Cross short exempt
    exxmpt
    B = "As Defined" (for use with multileg instruments)
    C = "Opposite" (for use with multileg instruments)
    D = Subscribe (e.g. CIV)
    E = Redeem (e.g. CIV)
    F = Lend (FINANCING - identifies direction of collateral)
    G = Borrow (FINANCING - identifies direction of collateral)
    [63] SettlType Values 0 = Regular
    1 = Cash
    2 = Next Day (T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    0 = Regular
    Regular / FX Spot settlement (T+1 or T+2 depending on currency)
    1 = Cash
    Cash (TOD / T+0)
    2 = Next Day (T+1)
    (TOM / T+1)
    3 = T+2
    4 = T+3
    5 = T+4
    6 = Future
    7 = When And If Issued
    8 = Sellers Option
    9 = T+ 5
    T+5
    B = Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified
    C = FX Spot Next settlement (Spot+1, aka next day)
    [233] StipulationType Values AMT = AMT (y/n)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    BGNCON = Bargain Conditions– see (234) for values
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    INSURED = Insured (y/n)
    ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Pieces
    PMAX = Pools Maximum
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    SECTOR = Market sector
    SECTYPE = SecurityType included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: value in percent (exact or range)
    WALA = Weighted Average Loan Age: value in months (exact or range)
    WAM = Weighted Average Maturity : value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    YIELD = Yield range
    AMT = AMT (y/n)
    Alternative Minimum Tax (Y/N)
    AUTOREINV = Auto Reinvestment at or better
    BANKQUAL = Bank qualified (y/n)
    (Y/N)
    BGNCON = Bargain Conditions– see conditions (see StipulationValue (234) for values
    values)
    COUPON = Coupon range
    CURRENCY = ISO Currency code
    Code
    CUSTOMDATE = Custom start/end date
    GEOG = Geographics and % Range range (ex. 234=CA 0-80 [minimum of 80% California assets])
    HAIRCUT = Valuation discount
    Discount
    INSURED = Insured (y/n)
    (Y/N)
    ISSUE = Year or Or Year/Month of Issue (ex. 234=2002/09)
    ISSUER = Issuer’s Issuer's ticker
    ISSUESIZE = issue size range
    LOOKBACK = Lookback days
    Days
    LOT = Explicit lot identifier
    LOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)
    MAT = Maturity Year and And Month
    MATURITY = Maturity range
    MAXSUBS = Maximum substitutions (Repo)
    MINQTY = Minimum quantity
    MININCR = Minimum increment
    MINDNOM = Minimum denomination
    MININCR = Minimum increment
    MINQTY = Minimum quantity
    PAYFREQ = Payment frequency, calendar
    PIECES = Number of Of Pieces
    PMAX = Pools Maximum
    PPL = Pools per Lot
    PPM = Pools per Million
    PPL = Pools per Lot
    PPT = Pools per Trade
    PRICE = Price range
    Range
    PRICEFREQ = Pricing frequency
    PROD = Production Year
    PROTECT = Call protection
    PURPOSE = Purpose
    PXSOURCE = Benchmark price source
    RATING = Rating source and range
    REDEMPTION = Type of redemption – Of Redemption - values are: NonCallable, Callable, Prefunded, EscrowedToMaturity, Putable, Convertible
    RESTRICTED = Restricted (y/n)
    (Y/N)
    SECTOR = Market sector
    Sector
    SECTYPE = SecurityType Security Type included or excluded
    STRUCT = Structure
    SUBSFREQ = Substitutions frequency (Repo)
    SUBSLEFT = Substitutions left (Repo)
    TEXT = Freeform text
    Text
    TRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)
    WAC = Weighted Average Coupon:value Coupon - value in percent (exact or range) plus ‘Gross’ "Gross" or ‘Net’ "Net" of servicing spread (the default) (ex. 234=6.5- Net 5-Net [minimum of 6.5% net of servicing fee])
    WAL = Weighted Average Life Coupon: Coupon - value in percent (exact or range)
    WALA = Weighted Average Loan Age: Age - value in months (exact or range)
    WAM = Weighted Average Maturity : - value in months (exact or range)
    WHOLE = Whole Pool (y/n)
    (Y/N)
    YIELD = Yield range
    Range
    AVFICO = Average FICO Score
    AVSIZE = Average Loan Size
    MAXBAL = Maximum Loan Balance
    POOL = Pool Identifier
    ROLLTYPE = Type of Roll trade
    REFTRADE = reference to rolling or closing trade
    REFPRIN = principal of rolling or closing trade
    REFINT = interest of rolling or closing trade
    AVAILQTY = Available offer quantity to be shown to the street
    BROKERCRED = Broker's sales credit
    INTERNALPX = Offer price to be shown to internal brokers
    INTERNALQT = Offer quantity to be shown to internal brokers
    LEAVEQTY = The minimum residual offer quantity
    MAXORDQTY = Maximum order size
    ORDRINCR = Order quantity increment
    PRIMARY = Primary or Secondary market indicator
    SALESCREDI = Broker sales credit override
    TRADERCRED = Trader's credit
    DISCOUNT = Discount Rate (when price is denominated in percent of par)
    YTM = Yield to Maturity (when YieldType(235) and Yield(236) show a different yield)
    ABS = Absolute Prepayment Speed
    CPP = Constant Prepayment Penalty
    CPR = Constant Prepayment Rate
    CPY = Constant Prepayment Yield
    HEP = final CPR of Home Equity Prepayment Curve
    MHP = Percent of Manufactured Housing Prepayment Curve
    MPR = Monthly Prepayment Rate
    PPC = Percent of Prospectus Prepayment Curve
    PSA = Percent of BMA Prepayment Curve
    SMM = Single Monthly Mortality
    [660] AcctIDSource Values 1 = BIC
    2 = SID code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    5 = DTCC code
    99 = Other (custom or proprietary)
    1 = BIC
    2 = SID code
    Code
    3 = TFM (GSPTA)
    4 = OMGEO (AlertID)
    (Alert ID)
    5 = DTCC code
    Code
    99 = Other (custom or proprietary)
    [581] AccountType Values 1 = Account is carried on customer Side of Books
    2 = Account is carried on non-Customer Side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account (JBO)
    1 = Account is carried on customer Side side of Books
    the books
    2 = Account is carried on non-Customer Side non-customer side of books
    3 = House Trader
    4 = Floor Trader
    6 = Account is carried on non-customer side of books and is cross margined
    7 = Account is house trader and is cross margined
    8 = Joint Backoffice Account back office account (JBO)
    [40] OrdType Values 1 = Market
    2 = Limit
    3 = Stop
    4 = Stop limit
    6 = With or without
    7 = Limit or better (Deprecated)
    8 = Limit with or without
    9 = On basis
    D = Previously quoted
    E = Previously indicated
    G = Forex - Swap
    I = Funari (Limit Day Order with unexecuted portion handled as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for CIV)
    P = Pegged
    1 = Market
    2 = Limit
    3 = Stop
    Stop / Stop Loss
    4 = Stop limit
    Limit
    5 = Market On Close (No longer used)
    6 = With or without
    Or Without
    7 = Limit or better (Deprecated)
    Or Better
    8 = Limit with or without
    With Or Without
    9 = On basis
    Basis
    A = On Close (No longer used)
    B = Limit On Close (No longer used)
    C = Forex Market (No longer used)
    D = Previously quoted
    Quoted
    E = Previously indicated
    Indicated
    F = Forex Limit (No longer used)
    G = Forex - Swap
    H = Forex Previously Quoted (No longer used)
    I = Funari (Limit Day Order day order with unexecuted portion handled handles as Market On Close. E.g. Japan)
    J = Market If Touched (MIT)
    K = Market with Leftover With Left Over as Limit (market order then with unexecuted quantity becomes becoming limit order at last price)
    L = Previous Fund Valuation Point (Historic pricing) (for pricing; for CIV)
    M = Next Fund Valuation Point –(Forward pricing) (for (Forward pricing; for CIV)
    P = Pegged
    Q = Counter-order selection
    [13] CommType Values 1 = per unit (implying shares, par, currency, etc)
    2 = percentage
    3 = absolute (total monetary amount)
    4 = (for CIV buy orders) percentage waived – cash discount
    5 = (for CIV buy orders) percentage waived – enhanced units
    6 = points per bond or contract [Supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]
    1 = per unit Per Unit (implying shares, par, currency, etc)
    etc.)
    2 = percentage
    Percent
    3 = absolute Absolute (total monetary amount)
    4 = Percentage waived - cash discount (for CIV buy orders) percentage orders)
    5 = Percentage
    waived – cash discount
    5 =
    -= enhanced units (for CIV buy orders) percentage waived – enhanced units
    orders)
    6 = points Points per bond or contract [Supply (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds.]
    bonds)
    [423] PriceType Values 1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount (absolute value)
    4 = Discount – percentage points below par
    5 = Premium – percentage points over par
    6 = Spread
    7 = TED price
    8 = TED yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    1 = Percentage (e.g.(i.e. percent of par) (often called "dollar price" for fixed income)
    2 = Per unit (i.e. per share or contract)
    3 = Fixed Amount amount (absolute value)
    4 = Discount - percentage points below par
    5 = Premium - percentage points over par
    6 = Spread
    Spread (basis points spread)
    7 = TED price
    Price
    8 = TED yield
    Yield
    9 = Yield
    10 = Fixed cabinet trade price (primarily for listed futures and options)
    11 = Variable cabinet trade price (primarily for listed futures and options)
    13 = Product ticks in halfs
    14 = Product ticks in fourths
    15 = Product ticks in eights
    16 = Product ticks in sixteenths
    17 = Product ticks in thirty-seconds
    18 = Product ticks in sixty-forths
    19 = Product ticks in one-twenty-eights
    [221] BenchmarkCurveName Values EONIA = EONIA
    EUREPO = EUREPO
    Euribor = Euribor
    FutureSWAP = FutureSWAP
    LIBID = LIBID
    LIBOR = LIBOR (London Inter-Bank Offer)
    MuniAAA = MuniAAA
    OTHER = OTHER
    Pfandbrief = Pfandbriefe
    SONIA = SONIA
    SWAP = SWAP
    Treasury = Treasury
    [235] YieldType Values AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 = Yield Value Of 1/32
    WORST = Yield To Worst
    AFTERTAX = After Tax Yield (Municipals)
    ANNUAL = Annual Yield
    ATISSUE = Yield At Issue (Municipals)
    AVGMATURIT = Yield To Average Avg Maturity
    BOOK = Book Yield
    CALL = Yield to Next Call
    CHANGE = Yield Change Since Close
    CLOSE = Closing Yield
    COMPOUND = Compound Yield
    CURRENT = Current Yield
    GOVTEQUIV = Gvnt Equivalent Yield
    GROSS = True Gross Yield
    GOVTEQUIV = Government Equivalent
    Yield
    INFLATION = Yield with Inflation Assumption
    INVERSEFLO = Inverse Floater Bond Yield
    LASTCLOSE = Most Recent Closing Yield
    LASTMONTH = Closing Yield Most Recent Month
    LASTQUARTE = Closing Yield Most Recent Quarter
    LASTYEAR = Closing Yield Most Recent Year
    LONGAVGLIF = Yield to Longest Average Life
    MARK = Mark To to Market Yield
    MATURITY = Yield to Maturity
    NEXTREFUND = Yield To to Next Refund (Sinking Fund Bonds)
    OPENAVG = Open Average Yield
    PUT = Yield to Next Put
    PREVCLOSE = Previous Close Yield
    PROCEEDS = Proceeds Yield
    PUT = Yield to Next Put
    SEMIANNUAL = Semi-annual Yield
    SHORTAVGLI = Yield to Shortest Average Life
    SIMPLE = Simple Yield
    TAXEQUIV = Tax Equivalent Yield
    TENDER = Yield to Tender Date
    TRUE = True Yield
    VALUE1/32 VALUE1_32 = Yield Value Of 1/32
    WORST = Yield To Worst

    Additional (Optional) Fields

    FIX Protocol - FIX 4.4 Standards - 18th June 2003 errata FIX Protocol - FIX 5.0 Service Pack 1 Standards - Original
    [1166] QuoteMsgID (Optional)
    [529] OrderRestrictions (Optional)
    [1091] PreTradeAnonymity (Optional)
    [1227] ProductComplex (Optional)
    [1151] SecurityGroup (Optional)
    [1079] MaturityTime (Optional)
    [966] SettleOnOpenFlag (Optional)
    [1049] InstrmtAssignmentMethod (Optional)
    [965] SecurityStatus (Optional)
    [967] StrikeMultiplier (Optional)
    [968] StrikeValue (Optional)
    [1192] PriceUnitOfMeasureQty (Optional)
    [1193] SettlMethod (Optional)
    [1194] ExerciseStyle (Optional)
    [1195] OptPayAmount (Optional)
    [1196] PriceQuoteMethod (Optional)
    [1197] FuturesValuationMethod (Optional)
    [1198] ListMethod (Optional)
    [1199] CapPrice (Optional)
    [1200] FloorPrice (Optional)
    [1244] FlexibleIndicator (Optional)
    [1242] FlexProductEligibilityIndicator (Optional)
    [997] TimeUnit (Optional)
    [969] MinPriceIncrement (Optional)
    [1146] MinPriceIncrementAmount (Optional)
    [996] UnitOfMeasure (Optional)
    [1147] UnitOfMeasureQty (Optional)